Covariance from Correlation Calculator
Covariance from Correlation is intended for the specific statistics task described by its name. Enter correlation coefficient, standard deviation x, standard deviation y to calculate a result expressed in covariance. The formula works entirely in your browser and needs no account or external API. Correlation must lie between minus one and one. This estimate is useful for comparing scenarios when the supplied measurements follow the stated assumptions.
How to use this calculator
- Measure correlation coefficient in the units indicated on the input label.
- Enter Standard deviation X, Standard deviation Y.
- Read the covariance result, then compare alternative inputs to evaluate your own situation.
Covariance from Correlation formula
correlation*stdX*stdY (covariance).
- The expression correlation*stdX*stdY combines Correlation coefficient, Standard deviation X, Standard deviation Y. Follow the units on each input: the answer is expressed in covariance.
- Correlation must lie between minus one and one.
Worked examples
Worked example: Covariance from Correlation
Use these sample measurements: Correlation coefficient = 0.6, Standard deviation X = 4, Standard deviation Y = 9.
Compute correlation*stdX*stdY.
Using the example inputs, the result is 21.6 covariance. Use this value to verify the formula before changing the measurements.
Understanding the result
Interpret the output as covariance; it is not a measurement taken directly from a physical system.
Correlation must lie between minus one and one.
Important notes
Correlation must lie between minus one and one.
Review the input units, any required legal or engineering rules, and unusual edge cases before acting on this estimate.
Frequently asked questions
What does Covariance from Correlation calculate?
It evaluates correlation*stdX*stdY to produce covariance from the measurements you enter. For the example values shown, the result is 21.6 covariance.
Which assumptions matter most?
Correlation must lie between minus one and one.
Can I compare two scenarios?
Yes. Enter another set of measurements in the same units and compare the two outputs.
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Related explanations
Learn the method behind the number or compare the terminology before using the calculator.
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This page provides a calculation tool plus explanatory information so you can understand what the result means and when the underlying method may not fit your situation.