It's not an easy question you threw out there, DareDevel7!
Based on the broadest interpretations, I think some could consider my daughter and her group of friends to be an ethnic group. And a religion, and a nation, and a cultural group, and so on. But the whole point of having so many words for similar concepts is to try to refine the concepts beyond "group with something in common."
Ethnic groups typically get at a common heritage/geographical source and/or biological commonality that's unique to the group. Religious groups get at a common set of values and spiritual beliefs as a defining feature that's unique to the group. Cultural groups are usually self-defined and based on sociological commonalities with shared behaviors.
You are born into your ethnic group. My daughter is ethnically Chinese whether she wants to be or not, but that doesn't make me ethnically Chinese just because I learn Mandarin, live in China, and have a Chinese daughter. I can't choose to change my heritage or biology. I can see her becoming culturally Deaf, but that's not going to change her biology or ethnicity.