According to the Royal Society's Biology Letters journal, termites are cockroaches.
(The research showed that termites no longer merit belonging to a different order (Isoptera), but should be treated as a family of cockroaches. The study examined the DNA sequences of five genes in the creatures, and found that termites' closest relatives were a species of wood-eating cockroaches. I'm not sure if this will help you if your house is being eaten by termites.)