X-ray Gas Monitors (XGMs), Photo Electron Spectrometer (PES), and Multi Channel Plates (MCPs) can be used at European XFEL for single-shot pulse energy diagnostics. XGMs are absolutely calibrated and used for non-invasive single-shot pulse energy measurements with an absolute measurement uncertainty s of 7-10 % and for average beam position monitoring. The XGMs were developed at DESY based on the specific requirements for the European XFEL. PES is a single-shot diagnostics device for spectral distribution and polarization. The peak integral represents the pulse energy in arbitrary units. The MCPs detect radiation scattered from the offset mirrors and thus provide (parasitically only for SASE3) pulse-resolved intensity monitoring in arbitrary units. Here we present single-shot pulse energy correlations within a single XGM, between consecutive XGMs, between XGM and PES, and between XGM and MCP and we compare the different correlation coefficients.