σ and s
Standard deviation measures how spread out values are around the mean. The lowercase Greek letter σ (sigma) stands for the standard deviation of a whole population, and the Latin letter s for the standard deviation of a sample. Square them and you get the variance, σ² or s².
The formulas differ in one detail. For a population, σ = √(Σ(x − μ)² / N). For a sample, s = √(Σ(x − x̄)² / (n − 1)), dividing by n − 1 to make up for estimating the mean from the same data. Excel mirrors this with STDEV.P and STDEV.S.
You will also meet σ in phrases like "three sigma" or Six Sigma, where it counts how many standard deviations a value lies from the mean.
Which sigma to copy
σ (U+03C3) is the regular Greek letter and the best choice for most text: it works in every font and is easy to search. 𝜎 (U+1D70E, mathematical italic small sigma) is a styled version from the Mathematical Alphanumeric Symbols block, made to look like a formula variable. It may not display on older devices, and search treats it as a different character.
Do not use Σ, the capital sigma, for standard deviation; in statistics it means "sum of", and ∑ is its dedicated math form. ς is the final form of sigma used at the end of Greek words, not a math symbol. More forms are on the sigma symbol page.
How to type σ
Windows: hold Alt and type 229 on the number pad. Word: type 03C3 and press Alt + X, or type \sigma and a space inside an equation. A Mac has no default Option shortcut for σ, so use the Character Viewer (Control + Command + Space) or add the Greek keyboard.
HTML: σ. LaTeX: \sigma, and \sigma^2 for variance. On phones, add a Greek keyboard or copy σ from this page. For the sample mean x̄, see the mean symbol page.