Both bats and dolphins use echolocation. Echolocation is a way to identify objects as well as their distance. They actually send out a sound and use its echo to detect distance. For exemple, imagine you are standing 10 meters away from a wall and throw a ball at it. The ball will return to you in a certain amount of time. Now, if you step at 5 meters of that wall, the ball will return to you faster than before. This is how echolocation works. When the echo of the sound returns to the animal faster than before, it means the animal is getting closer to the object.
Another way they are similar is that both are mammals that have evolved abilities most mammals don't have. Dolphins live in the sea, and bats fly.