covariance() (aggregation function)

  • Article
  • 04/12/2025

Applies to: ✅ Azure Data Explorer ✅ Azure Monitor ✅ Microsoft Sentinel

Calculates the sample covariance of two random variables expr1 and expr2.

Null values are ignored and don't factor into the calculation.

The following formula is used:

Image showing a covariance sample formula.

Note

This function is used in conjunction with the summarize operator.

Syntax

covariance(expr1 , *expr2 )

Learn more about syntax conventions.

Parameters

Name Type Required Description
expr1 real ✔️ First random variable expression.
expr2 real ✔️ Second random variable expression.

Returns

Returns the covariance value of expr1 and expr2.

Example

The example in this section shows how to use the syntax to help you get started.

Run the query

datatable(x:real, y:real) [
    1.0, 14.0,
    2.0, 10.0,
    3.0, 17.0,
    4.0, 20.0,
    5.0, 50.0,
]
| summarize covariance(x, y)

Output

covariance_x_y
20.5