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Covariance calculator

Find the covariance of two variables to see whether they tend to increase together.

How it works Report a problem

Bivariate Insight

Advanced covariance & relationship mapping

About the Covariance calculator

Find the covariance of two variables to see whether they tend to increase together.

How to use the Covariance calculator

  1. Enter Variable X and Variable Y as comma-separated lists of equal length.
  2. Press Calculate.

Formula and method

Cov(X, Y) = Σ (xᵢ − x̄)(yᵢ − ȳ) ÷ (n − 1) for a sample.

Worked example

X = 10, 20, 30 and Y = 5, 15, 25 have a sample covariance of 100.

Tips

  • Positive covariance means the variables rise together; negative means one rises as the other falls.
  • Covariance depends on the units, so correlation is easier to compare.

Frequently asked questions

What is the difference between covariance and correlation?
Correlation is covariance scaled to lie between −1 and 1.