Donkeys are often used to protect the sheep. Great if there are wolves, coyotes and wild dogs etc. They use them in Alberta and other parts of western Canada as guard animals for sheep and cattle. If raised together, the donkeys are very protective and also raise the alarm for the rancher. They can do a lot of damage with their hooves if attacked. Also used in Australia and parts of the US.
I had no space near my other animals though. In Farm Story, I put a donkey in with other animals.