I think Roman Genius and Arab Jinn, share similar concepts and very similar sounds!
There is a specific type of Jinn named Qareen that born with a human and dies with him and remains with him all of his life (in Arab mythology) and this is very similar to Genius.
I'm wondering if they relate to each other in a way.
No. Latin “genius” comes from Proto-Indo-European “ǵenh₁”, meaning “to produce”. Same root can be seen in words like gene, generation, gender and genre.
Arabic “Jinn” comes from the root meaning “to conceal”.
It’s a different language family, Latin is Indo-European and Arabic is Semitic.