Compute how two variables change together in raw, unstandardized units. Paste your x values on one line and matching y values on another, and the tool returns both the sample covariance and the population covariance. Covariance is the average product of each pair of deviations from their means: positive when the variables tend to rise and fall together, negative when one rises as the other falls, and near zero when they move independently. The sample version divides by n minus one to correct for bias when estimating from a sample, while the population version divides by n. Unlike the correlation coefficient, covariance keeps the units of your data, so its magnitude is not directly comparable across data sets. It is a building block for correlation, regression, and portfolio risk. Everything is computed locally in your browser, so your data stays private.
It measures how two variables change together, with a positive value meaning they rise together and a negative value meaning one rises as the other falls.
Sample covariance divides by n minus 1 while population covariance divides by n, and the tool reports both.
Covariance keeps the original units and is unbounded, while correlation scales it to a value between minus 1 and plus 1.
Compute how two variables change together in raw, unstandardized units. Paste your x values on one line and matching y values on another, and the tool returns both the sample covariance and the population covariance.
Yes. Covariance Calculator is completely free, with no sign-up and no usage limits.
Yes. Covariance Calculator runs in any modern web browser. There is nothing to download or install.
Yes. Covariance Calculator runs entirely on your device in your browser, so nothing you enter is uploaded to a server.