How to Use the Covariance Calculator
When you want to check whether two variables change together, covariance is the statistic to use. This calculator takes a list of x,y data points and automatically computes the covariance value and its relationship direction — positive, negative, or none.
A positive covariance means one variable tends to increase when the other increases. A negative covariance means one tends to decrease as the other increases. A value close to zero suggests there's no clear linear relationship between the two variables.
However, covariance is affected by the units and scale of the variables, so its magnitude alone doesn't tell you how strong the relationship is. If you want to gauge the strength of the relationship as well, check the correlation coefficient alongside it. Choose population mode (÷n) if your data represents the entire population, or sample mode (÷n-1) if it's a subset.
Frequently Asked Questions
It measures how much two variables change together. A positive value means they tend to move in the same direction; a negative value means they tend to move in opposite directions.
Covariance is affected by the units of the variables, so its magnitude alone doesn't indicate the strength of the relationship. Check the correlation coefficient to assess strength.
Population covariance divides by n, while sample covariance divides by n-1. Use sample mode if your data is a subset of a larger population.