  Distance covariance is a widely used statistical methodology for testing the
dependency between two groups of variables. Despite the appealing properties of
consistency and superior testing power, the testing results of distance
covariance are often hard to be interpreted. This paper presents an elementary
interpretation of the mechanism of distance covariance through an additive
decomposition of correlations formula. Based on this formula, a visualization
method is developed to provide practitioners with a more intuitive explanation
of the distance covariance score.
