In JMeter performance testing, Correlations means the ability to fetch dynamic data from the server response and to post it to the subsequent requests. This feature is critical for many aspects of testing, like token-based protected applications.
A correlation plot can be regarded as a subcategory of heatmaps. An out-of-the box seaborn heatmap shows the correlation between two variables twice. A correlation plot should handle duplicated values by masking parts of the map, and / or let the masked part show values instead of colors. A bar chart should also be included.