We begin with a simple but uncomfortable question for many firms: if an environmentally unfriendly company decided to become environmentally performant, what would actually happen to its turnover? Would sustainability represent merely ’the price of doing good’, or would it be closer to an investment with a financial return? Should shareholders view it as a financial risk or as a financial opportunity? To answer these questions, our research combines a measurable Environmental Performance (EP) index, firm-level data from all large Romanian companies reporting sustainability measures, and a combination of deep learning and optimization techniques. We provide evidence that becoming environmentally performant is less about incurring costs for ethical principles and more about creating opportunities for improved financial performance. Environmentally unfriendly firms that would transition toward sustainability would experience a median turnover increase of 3.52%. Moreover, 56.64% of firms would experience a positive effect, with a median gain of 15.61% within this group. For the remaining 43.36%, the median decline of 9.38% is more appropriately interpreted as a short-term adjustment cost rather than a structural penalty, consistent with the existing literature.