The present invention extends to methods, systems, and computing system program products for decrementally calculating correlation for Big Data or streamed data. Embodiments of the invention include decrementally calculating one or more components of a correlation for two modified computation subsets based on one or more components of the correlation calculated for two previous computation subsets and then calculating the correlation for the modified computation subsets based on the decrementally calculated components. Decrementally calculating the components of a correlation avoids visiting all data elements in the modified computation subsets and performing redundant computations thereby increasing calculation efficiency, saving computation resources, and reducing computing system's power consumption.