A detailed analysis of non-financial and sustainability reporting may indicate companies’ attention to and responsibility regarding environmental, social, and economic aspects. This article investigates the correlation between environmental performance as a non-financial metric and financial performance. Simultaneously, it identifies the categories of environmental information provided by companies and the implicit responsibility with which they address environmental protection issues. Data were collected from the sustainability reports of 668 companies in Romania for the 2019–2021 period. The study uses, on the one hand, a diagnostic analysis method (the grid method) to determine the environmental performance (environmental score) of the companies. On the other hand, it uses a linear regression model to test the correlation between environmental performance and financial performance (including a tolerance analysis to identify multicollinearity, forward variable selection, backward variable selection, and the Durbin-Watson test). The study’s findings underscore a positive correlation between environmental non-financial performance and financial performance. In particular, high turnover and advanced age of the company are associated with high non-financial performance.