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Covariance Calculator

Sample and population covariance of two paired lists.

Compute the sample covariance, population covariance, Pearson correlation r, and the slope of the regression line from two equal-length lists of paired observations.

Daniel Oh By Daniel Oh
Published Last reviewed 1 min read

Inputs

Results

Enter values and click Calculate to see results.
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How to use this calculator

  1. Fill in the inputs above using the units you already have.
  2. Values update automatically as you type — no submit button needed.
  3. Hover any result row for the underlying formula and intermediate values.

Formula

cov(X, Y) = Σ(x − x̄)(y − ȳ) / (n − 1)

In depth

Compute the sample covariance, population covariance, Pearson correlation r, and the slope of the regression line from two equal-length lists of paired observations.