It is the square of the correlation coefficient.
Correlation coefficients give no information about cause and effect.
Similarly they provide misleading information if the relationship between X and Y is non-linear. The covariance is similar to the correlation coefficient in that it measures the relationship between a pair of variables. A dendrogram is a 'tree-like' diagram that summaries the process of clustering. Similar cases are joined by links whose position in the diagram is determined by the level of similarity between the cases. The distance between two objects a measure of the interval between them.