Both Earth and Mars host populations of co-orbital minor bodies. A large number of present-day Mars co-orbitals is probably associated with the fission of the parent body of Mars Trojan 5261 Eureka (1990 MB) during a rotation-induced Yarkovsky–O’Keefe–Radzievskii–Paddack (YORP) break-up event. Here, we use the statistical distributions of the Tisserand parameter and the relative mean longitude of Mars co-orbitals with eccentricity below 0.2 to estimate the importance of rotation-induced YORP break-up events in Martian co-orbital space. Machine-learning techniques (k-means++ and agglomerative hierarchical clustering algorithms) are applied to assess our findings. Our statistical analysis identified three new Mars Trojans: 2009 SE, 2018 EC4, and 2018 FC4. Two of them, 2018 EC4 and 2018 FC4, are probably linked to Eureka but we argue that 2009 SE may have been captured, so it is not related to Eureka. We also suggest that 2020 VT1, a recent discovery, is a transient Martian co-orbital of the horseshoe type. When applied to Earth co-orbital candidates with eccentricity below 0.2, our approach led us to identify some clustering, perhaps linked to fission events. The cluster with most members could be associated with Earth quasi-satellite 469219 Kamo‘oalewa (2016 HO3) that is a fast rotator. Our statistical analysis identified two new Earth co-orbitals: 2020 PN1, which follows a horseshoe path, and 2020 PP1, a quasi-satellite that is dynamically similar to Kamo‘oalewa. For both Mars and Earth co-orbitals, we found pairs of objects whose values of the Tisserand parameter differ by very small amounts, perhaps hinting at recent disruption events. Clustering algorithms and numerical simulations both suggest that 2020 KZ2 and Kamo‘oalewa could be related.