Should I use Pearson or Spearman correlation?

#1
I have to know whether two variables are correlated or not in a sample. None of them are normally distributed, so I assumed that I should run Spearman's correlation, which gave me a correlation coefficient of 0.392 (p<0.05, and Pearson's correlation was equally p<0.05).

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.
 

noetsi

Fortran must die
#2
Its the form of the variables that is most critical. Pearson is usually used with interval variables, although if the relationship is non-linear I think spearman is probably better. For binary, and I think categorical generally I believe polychoric is better.