Song of Sayaka is a tag depicting mostly about Sayaka, with many origins and connections behind it. Obviously a wordplay of Song of Saya
Origin (Contains SPOILERS)
Fans of Urobuchi's writing style may connect both works with the following points :
1. Both works are written by Gen Urobuchi
2. Saya and Sayaka's name difference is rather obvious.
3. Both are dark stories.
4. Sayaka, who turned into a witch at the end of episode 8, is designed by Gekidan Inu Curry as a mermaid. Mermaids are mythological aquatic creature that has the ability to sing to people or to gods to enchant them, distracting them from their work and causing people to walk off a ship's deck or to run their ship aground, much like a Siren. Which is for that reason, the connection becomes apparent.
For more details, you may refer to Puella Magi Madoka Magica's manga adaption, second volume.
Related Tags
Sayaka Miki
Puella Magi Madoka Magica
Stable Sayaka