Covariance
A statistical measure of the variance of two random variables that are observed or measured in the same mean time period. This measure is equal to the product of the deviations of corresponding values of the two variables from their respective means.
In probability theory and statistics, covariance is a measure of how much two variables change together (variance is a special case of the covariance when the two variables are identical).
If two variables tend to vary together (that is, when one of them is above its expected value, then the other variable tends to be above its expected value too), then the covariance between the two variables will be positive. On the other hand, when one of them is above its expected value the other variable tends to be below its expected value, then the covariance between the two variables will be negative.