Covariance Calculator: A Step-by-Step Guide

5/2/2026

6 min read

Covariance measures the linear relationship between two datasets

The formula for covariance is cov(X, Y) = Σ[(xi - x̄)(yi - ȳ)] / (n - 1)

cov(X, Y) = Σ[(xi - x̄)(yi - ȳ)] / (n - 1)

Calculate the covariance between two datasets: X = [1, 2, 3], Y = [2, 3, 5]

Enter the datasets in the input fields and click calculate to get the covariance

Covariance measures the linear relationship between two datasets