Statistics Calculators

Covariance Calculator

Calculate the sample and population covariance between two datasets — a measure of how they vary together.

Sample covariance —

Population covariance —

About the Covariance Calculator

Covariance measures the direction in which two variables change together. A positive covariance means the variables tend to increase together; a negative covariance means one tends to increase as the other decreases.

Formula: Sample: Cov(x,y) = ∑((x − x̄)(y − ȳ)) ÷ (n − 1) · Population: Cov(x,y) = ∑((x − x̄)(y − ȳ)) ÷ n

Unlike the correlation coefficient, covariance is not scaled to a fixed range, so its magnitude depends on the units of the data — it's most useful for determining direction, while correlation is better for comparing strength across datasets.