Covariance Calculator
Enter two equally sized paired data sets to calculate sample or population covariance.
How to Use the Covariance Calculator
Enter paired X and Y values in matching order and choose sample or population covariance. The calculator measures whether the variables tend to move together or in opposite directions.
Practical Example
For X = 2, 4, 6 and Y = 1, 3, 5, both sets rise together, so covariance is positive. The numeric value differs depending on whether the sample or population denominator is selected.
Factors That Affect the Result
Covariance depends on the units and scale of both variables. Outliers, mismatched pairs and a small sample can strongly influence the result, so magnitude should not be compared across unrelated scales without context.
Related Tools
Correlation Calculator · Linear Regression Calculator · Standard Deviation Calculator · Average Calculator · Z Score Calculator
Frequently Asked Questions
Can covariance be greater than 1?
Yes. Covariance is not limited to the range −1 to +1.
What does negative covariance mean?
It indicates that the variables tend to move in opposite directions.
Does covariance prove causation?
No. It measures association, not cause and effect.