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This study explores the relationships between chemical and sensory characteristics of wines in connection with their regions of production. The objective is to identify whether such characteristics are significant enough to serve as signatures of a terroir for wines, thereby supporting the concept of regionality. We argue that the relationships between characteristics and regions of production for the set of wines under study are rendered complicated by possible non-linear relationships between the characteristics themselves. Consequently, we propose a new approach for performing the analysis of the wine data that relies on these relationships instead of trying to circumvent them. This new approach follows two steps: We first cluster the measurements for each characteristic (chemical, or sensory) independently. We then assign a distance between two features to be the mutual entropy of the clustering results they generate. The set of characteristics is then clustered using this distance measure. The result of this clustering is a set of sub-groups of characteristics, such that two characteristics in the same group carry similar, i.e., synergetic information with respect to the wines under study. Those wines are then analyzed separately on the different sub groups of features. We have used this method to analyze the similarities and differences between Malbec wines from Argentina and California, as well as the similarities and differences between sub-regions of those two main wine producing countries. We report detection of groups of features that characterize the origins of the different wines included in the study. We note stronger evidence of regionality for Argentinian Malbec wines than for Californian wines, at least for the sub regions of production included in this study.