Stuart L. Gillan, Jay C. Hartzell, Andrew Koch, and ... - Pitt Business

Table V
Correlations between ESG Scores
This table shows the Spearman rank correlation coefficients between the KLD ESG scores as well as the Gompers, Ishii, and Metrick (2003) G index.
Env.
Net
Score
Soc.
Net
Score
Gov.
Net
Score
Env.
Strength
Soc.
Strength
Gov.
Strength
Env.
Concerns
Soc.
Concerns
Gov.
Concerns
Env. Net Score 1.000
Soc. Net Score 0.179 1.000
Gov. Net Score 0.041 -0.049 1.000
Env. Strength 0.351 0.147 0.028 1.000
Soc. Strength 0.052 0.753 -0.193 0.208 1.000
Gov. Strength 0.042 0.029 0.463 0.104 0.065 1.000
Env. Concerns -0.749 -0.086 -0.018 0.287 0.081 0.032 1.000
Soc. Concerns -0.197 -0.529 -0.166 0.044 0.062 0.064 0.230 1.000
Gov. Concerns -0.031 0.072 -0.917 0.021 0.250 -0.086 0.043 0.218 1.000
G Index -0.040 0.039 0.013 0.077 0.035 -0.099 0.096 -0.023 -0.050 1.000
G
Index
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