Corporate sustainability performance becomes the central element in many current business developments: the total value of ESG investment grows, more and more clients want to invest in projects that deliver more than the pure financial return, companies are innovating and transforming their business models and adopting the B-Corp values. Environmental and wider societal impact becomes the central focus of the businesses that want to become the force for good. This article adopts an empirical approach and builds an ESG index of corporate performance based on 8 critical metrics representing the economic, social and environmental dimensions under varying policy priorities. Furthermore, it investigates correlations between these aggregate ESG indices and share prices as well as return on investment or ROE of companies. The article goes on to investigate empirically the correlation between Employees/Turnover, Diversity, CO2 emissions, Waste generation and Water use of companies and share prices and ROE metrics respectively. The reasons for divergence between correlations of Sustainability Performance Indicators with share prices, ROE and Profits/Turnover are discussed in detail with particular attention drawn to the reasons why diversity might matter more for the share prices than ROE, and why waste generation, water use and CO2 emissions might still be poorly reflected in the ROE, while some of these metrics have a significant connection with the Profit/Turnover ratio. The article will undoubtedly be of interest to ESG fund managers, investors, corporate sustainability officers and policy makers.