Ah, I see now. You're using the word in a loose sense. Just because the correlation isn't high doesn't mean there isn't a correlation. Further, a non-significant correlation (if that's what happens in your data) doesn't mean that there is no correlation/relationship; absence of proof is not proof of absence, and the method you use doesn't necessarily cover other kinds of relationships that might be present. Even if there was a high correlation between the two exam scores, how would one go about comparing the scores from totally different exams? Imagine the correlation is -0.9. What does this mean to you? How would you use it to compare two candidates?
I'm not trying to troll, but I am curious about the reasoning and practical benefits of even showing there is any kind of correlation.