The variance of random variable $X$ measures its expected squared deviation from its mean:
$$ \text{Var}(X)=\Bbb E[(X - \Bbb E[X])^2] $$
Equivalently:
$$ \text{Var}(X)=\Bbb E[X^2]-\Bbb E[X]^2 $$
Standard deviation
Covariance