Overview
What Is Covariance?
Covariance measures how two variables change together - positive covariance means they tend to increase together, negative means one tends to increase as the other decreases.
Calculate covariance between two data sets.
Covariance measures how two variables change together - positive covariance means they tend to increase together, negative means one tends to increase as the other decreases.
Useful for understanding relationships between two data sets, foundational for correlation analysis.
Type numbers separated by commas.
Type the corresponding Y numbers, same count as X.
The result updates automatically.
How two variables change together - whether they tend to move in the same or opposite directions.
As one variable increases, the other tends to increase as well.
As one variable increases, the other tends to decrease.
No linear relationship between how the two variables change together.
Correlation normalizes covariance to a -1 to 1 scale, making it easier to interpret the strength of relationship regardless of variable scale.
No, calculations happen entirely in your browser.
Yes, they must be paired - each X value corresponds to a Y value at the same position.
Portfolio theory in finance, understanding variable relationships in statistics, and various data science applications.
This calculator uses population covariance conventions - sample covariance would use a slightly different divisor.
Yes, completely free with no sign-up required.