The present subject matter relates to a method and system for correlation analysis of performance metrics. In one embodiment, a computing system for correlation analysis of performance metrics is described. The computing system includes a processor, and a memory which is coupled to the processor. Further, the memory comprises a profiler agent, a correlation engine, and a graphics controller. The profiler agent collects the performance metrics based on execution of a target application. The correlation engine establishes correlation between the performance metrics based on a predefined parameter. The graphics controller generates a consolidated interface of the performance metrics depicting the established correlation between the performance metrics.