A normalized measure of the linear correlation between two variables X and Y,
giving a value between +1 and −1 inclusive, where 1 is total positive correlation,
0 is no correlation, and −1 is total negative correlation.
It is widely used in the sciences as a measure of the degree of linear dependence
between two variables.
https://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
The correlation coefficient of two variables in a data sample is their covariance
divided by the product of their individual standard deviations.
Sxy
rxy = ----------
sx sy
Sxy is the sample covariance
σx is the sample standard deviation of X
σy is the sample standard deviation of Y