Apple - Is there a task manager for OS X El Capitan?

The OS X equivalent of Windows Task Manager is Activity Monitor, located in /Applications/Utilities/, or type Activity Monitor in Spotlight.

See Activity Monitor's internal Help: Activity Monitor > Help > Activity Monitor Help

For more information see Apple's Support Document: Use Activity Monitor on your Mac

Also, as mentioned by klanomath, for more specialized scenarios there is Instruments in Xcode. (Xcode > Developer Tools > Instruments)

Help for the Command Line version of Instruments, in a Terminal type: man instruments

Or see Apple's Instruments User Guide.

In a simpler way, you can also use the UNIX command top which you can enter in a command line to show the top process eating your memory or CPU.

To sort the process my memory usage, just use top -o MEM and if you want to sort the process by CPU usage, you can use top -o CPU.