The persons and companies than have money of the jobs, factories and others, have to application a little part to any emergency and other part to especific future use, as the say the good practice of the personal and bussiness finance. Investing this value is the best practice to protect of the inflationary effect or to grow this value to go to the objective more quickly. At the moment the majors factors that influence this investiments are risks, enviromental, social and governance of the companies selected to receive the investments. These factors are base of the ESG (Environmental, Social and Governance). The goal of this article is compare the return of investiments in companies of the brazilian stock exchange, in 2021 and 2022 years, with and without ESG practice. The research is characterized as quantitative, explanatory and documentary. The selected companies to research are Ultrapar Participacoes and Vibra Energia, both of the petroleum market. The results of the Vibra Energia, with ESG practice, there are the best results than Ultrapar Participacoes.