A Comparative Analysis of Strong and Weak ESG Companies" In the ever-evolving landscape of finance, Environmental, Social, and Governance (ESG) factors have emerged as significant considerations for investors and businesses alike. This study endeavors to shed light on the impact of ESG practices on investment performance, specifically aiming to ascertain whether companies with robust ESG profiles surpass those with weaker ESG profiles. This research utilizes a comprehensive approach that combines primary and secondary data sources. Primary data collection involves surveys and interviews with a representative sample of publicly traded companies spanning various industries, while secondary data is sourced from established ESG rating agencies and financial databases. Stratified random sampling is employed, ensuring industry-specific representation within the sample. Companies are categorized into strong and weak ESG profiles based on their ESG scores. The principal hypothesis tested is whether there is a significant difference in investment performance between strong and weak ESG companies. The null hypothesis suggests no such difference, while the alternative hypothesis posits that strong ESG companies exhibit superior investment performance. A two-sample t-test is conducted to compare investment performance metrics, including stock returns and volatility, between the two groups. The results aim to confirm or refute the null hypothesis, thereby providing insights into the relationship between ESG practices and investment performance. The major contribution of this research is the empirical evidence it provides regarding the significance of ESG factors in financial decision-making. It contributes to the growing body of knowledge on responsible investing and informs investors and businesses seeking to align financial goals with sustainable and ethical practices.