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.
