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Covariance calculator
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
- Enter Variable X and Variable Y as comma-separated lists of equal length.
- Press Calculate.
Formula and method
Cov(X, Y) = Ξ£ (xα΅’ β xΜ)(yα΅’ β Θ³) Γ· (n β 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
Correlation is covariance scaled to lie between β1 and 1.