My problem is that now I would like to test the correlation for both males and females, so the same data but split in 2. It turns out that the males data is normally distributed but the females data is not. What should I do? I don't think I can compare Pearson vs Spearman for the same data. Both in Pearson and Spearman, the correlation is much stronger in males compared to females, but I don't know which values I should use.

Also, I would like to state the coefficient of determination, but I think this is not possible if I use Spearman...

I don't know if what I wrote makes any sense, I hope someone can help!

Thank you all.