Author(s): Falguni H Pandya, Srijanani Deverakonda, Haripriya Thota
This study's objective is to empirically compare the performance of sustainable investments (SI) to general equities and the market. This study compares the return, risk, and performance metrics of all accessible, sustainable investments over the previous twelve years against those of traditional stock and market portfolios. The paper's distinctive contribution is that it is the first study to include omega and kappa as performance indicators in addition to other criteria. The results of this study show that sustainable portfolios showed less risk than traditional stock and market portfolios for the entire investigated period, both before and after COVID.