Based on the scenario being described within the question it can be said that this scenario demonstrates the Co-variation between variables. This refers to the measure of how much two seemingly random variables vary together as opposed to separately which would otherwise be variance. Which explains why when one variable changes in value the other changes in an un-correlated way.
Co-variance refers to measurement of the relationship between two random variables. That is how the two variables change proportionately, or varies with one another. However, it does not explain how the two variable depends on one another.
Thus when the two variables moves in the same direction with one another, it is called positive co variance. However, when they move in inverse proportion to one another, they are negative co-variance.(as represented in the question).
Thus it shows how exercise and anxiety varies with one other, but it does not show how they depend on one another.
