Is there a way to measure correlation between two similar datasets? Let's say that I have two similar datasets with the same size of elements, for example 3D points : 


Dataset A : { (1,2,3), (2,3,4), (4,2,1) }
Dataset B : { (2,1,3), (2,4,6), (8,2,3) }


And the question is that is there a way to measure the correlation/similarity／Distance between these two datasets ?

Any help will be appreciated.
I would take a look at Canonical correlation Analysis.