They are pronounced the same!
Jove or Iove, also known as Jupiter was the chief god of the Romans. However, the Romans did not have a letter ‘J’ – they had an ‘I’ instead. Also, in classical Latin, the ‘v’ is pronounced more like a ‘w’, so “Jove” would have sounded like: “yoweh”
which is remarkably similar to the Hebrew name for God (though traditionally unspoken), יהוה which is commonly transliterated “YHWH” – “yaweh”.
Since we are on the subject, Zeus is the the Greek version of Iove. Zeus comes from the ancient root word for “God” (similarly, we have “deus” in Latin, and देव [“deva”] in Sanskrit).
This curiosity was noticed when I was musing on the similarity between the Latin “vir” for “man”, and the Old English “wer”, which carried the same meaning. The only modern vestige in English of “wer” that I can think of, is in the word “werewolf”. Anyway, my mind wondered and led me to the similarity of “Iove” and “יהוה“.
One more fun tidbit: Today is Thursday, which was named after Jove/Jupiter. In Latin, “Thursday” is “Iovis Dies”.
OK, fine, one more tidbit: This post was posted during the first hour of Jupiter on the day of Jupiter, according to ancient reckonings. To figure out what in the world I am talking about, here is a link to wikipedia’s page on planetary hours.