Covariance calculator
Calculate the covariance between X and Y — how much they vary together. Positive = same direction, negative = opposite.
X values
Y values
Covariance formula
Cov(X,Y) = Σ(xᵢ − x̄)(yᵢ − ȳ) / (n − 1)
Positive covariance: X and Y tend to increase together. Negative: one increases as the other decreases. Zero: no linear relationship.
Covariance vs correlation
Correlation = Cov(X,Y) / (σₓ × σᵧ). Correlation is standardized (−1 to 1), covariance is in original units.
Examples
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