Stars and planets both form by accreting material from a surrounding disk. Because they grow from the same material, theory predicts that there should be a relationship between their compositions. In this study, we search for a compositional link between rocky exoplanets and their host stars. We estimate the iron-mass fraction of rocky exoplanets from their masses and radii and compare it with the compositions of their host stars, which we assume reflect the compositions of the protoplanetary disks. We find a correlation (but not a 1:1 relationship) between these two quantities, with a slope of >4, which we interpret as being attributable to planet formation processes. Super-Earths and super-Mercuries appear to be distinct populations with differing compositions, implying differences in their formation processes.