It's a distant relative: Urdu is Indo-Aryan, which is the language family Sanskrit belonged to, and Indo-Aryan is in the Indo-European language family, to which English and Romance languages also belong.

GP's point is still a good one though: while Urdu and English have diverged quite a bit despite being of the same stock, they probably still share a lot more typologically than, say, English and Mandarin or Warlpiri.

Urdu is not even remotely close to being a romance language. Urdu is basically a dialect of hindi, with it's own alphabet derived from Arabic, and loan words from Persian and Arabic.

Well, they're both Indo-European - evolved from the same language.