jhuy --

Covariance ranges between +1 & -1. A covariance of +1 means a perfect
positive relationship (both go up at the same time); -1 means a perfect
negative relationship (one goes up and the other always goes down); 0 means
there's no relationship between movement of one and of the other.

So that supports your idea that covariance and correlation are high together.

HTH

"jhuybregts" wrote:

Does a higher 'covariance' number indicate a greater disparity between 2 data
sets?

When I calculated 'correlation' for the same dataset, the stronger
correlation was actually found on those datasets that had higher covariance.
Hmmm.