I want to correlate the level of anxiety of workers (normal, moderate, severe, etc.) and their job performance (very high, high, moderate, etc.) what should I use?
I'm just a bit confused about whether to use Pearson or Spearman rho.
Spearman's rho is Pearson's r calculated on the ranks of the data, rather than on the data itself. It appears from your question that the levels of your random variables have an order type, but not necessarily scaling properties, so Spearman's rho is likely more appropriate for your data.