Outperforming the market through sustainable investment, responsible investment: the case of Korea

Page 1

Korea ESG Performance 2010

Our future. Your wallet.

Sustainable Investment.


Why Sustainable Investment?

Performance of Korea’s 50 most sustainable companies vs. KOSPI SolAbility 50

KOSPI

20% 16.74% 15% 10.65%

10%

5%

0%

-5%

-10% Dec-09

Feb-10

Apr-10

Jun-10

Aug-10

01/2010-10/2010: 7% outperformance against the KOSPI SolAbility 50

KOSPI

120%

107.45%

100% 80% 60%

35.09%

40% 20% 0% -20% -40% Jan-06

Jul-06

Jan-07

Jul-07

Jan-08

Jul-08

Jan-09

Jul-09

Jan-10

Jul-10

01/2006-10/2010: 72% outperformance against the KOSPI

Its’ the PERFORMANCE, stupid!


Andy Gebhardt Chief Executive Officer

Dear reader, A lot of water has gone down the Han River since SolAbility’s first corporate sustainability assessment of Korean corporations back in 2007 – but not only water. Following the global financial/economic crisis and the Korean government’s subsequent declaration of “green growth” in 2009 - albeit the “green” is subject to controversial discussions - we have seen remarkable changes in the corporate perception of “sustainability” and as a consequence, integration in corporate policies and management systems in a large number of corporations. The changing environment has also resulted in a sharply increasing number of sustainability publications and reports, making ESG research both more interesting and challenging at the same time, requiring analytical focus on key industry challenges and opportunities in order to identify outstanding sustainable value. The results of SolAbility's 4th ESG assessment shows that the value of sustainable companies outperforms the market, both short- and long term, by significant margins. The performance of a portfolio of leading Korean sustainability companies also outperforms sustainability benchmarks such as the KRX SRI and the DJSI Korea. While we are naturally proud of outperforming such prestigious benchmarks, the failure of the globally most recognized sustainability benchmark - indicating that Dow Jones is not allocating sufficient resources to adapting its methodology to the development in corporate sustainability - is of concern in the wider context of further advancing corporate sustainability and sustainable investment. The results of SolAbility’s ESG research is proof that the identification of sustainable value is possible. While the changes observed - particularly since 2009 - are remarkable, only a few company have completely integrated long-term sustainability thinking into strategic decision-making and business development frameworks. It is also necessary to keep in mind that the average corporate sustainability level until that point was considerably below OECD level. In addition, Koreas’ economy is more energy-intensive than OECD average, requiring further and stronger efforts to improve resource efficiency to maintain competitiveness in light of the nation’s reliance on energy imports and the looming prospect of rising energy costs. However, if the current trends of integrating sustainability management is to continue, Korean corporations enjoy a decent perspective to secure long-term competitiveness.

Yours sincerely,

Korea ESG Performance 2010


SolAbility is a consultancy specialising in sustainability management advice, founded in 2005. Internationally know clients are trusting in SolAbility's competence. As a UN PRI signatory, SolAbility also performs ESG research & assessment on over 350 listed Korean companies and provides ESG research to institutional investors

Contents Highlights

1

SolAbility ESG model

ESG performance

ESG assessment review

Characteristics

2

Tools & process

3

Short-term

4

Long-term

5

Corporate Sustainability

6

Management & Governance

8

Environmental Sustainability

10

Human & Society

12

Conclusions

14

Korea ESG Performance 2010

1


2010 Highlights SolAbility 4th Korea sustainability assessment, based on an initial universe of 350 companies, reveals the financial bottom-line benefits of integrated long-term sustainable management thinking

Sustainable companies & portfolios outperform

Sustainable companies outperform SolAbility’s yearly sustainability assessment clearly shows that sustainable companies have a significant better financial performance than less sustainable companies - both short-term and long term – and proofs that inclusion of sustainability long-term management yields financial bottom line benefits.

3 clients selected to the DJSI World Three companies, for which SolAbility has designed sustainability policies, management systems and implementation strategy were selected to the DJSI World - the most prestigious sustainability benchmark around the globe.

Korea ESG Performance 2010

1


Methodology Characteristics

Purpose : Identification of sustainable value Best-practice based, adapted for Korean characteristics Universe : 350 Korean companies (KOSPI and KOSDAQ)

SolAbility’s ESG methodology Identification of key sustainability challenges/opportunities for each industry sector Strength/weakness analysis of global sustainability benchmarks (DJSI, FTS4Good, GRI, UN PRI, Global Compact, etc.) Adaption to the characteristics and corporate culture of the Korean economy Strict analysis scheme and calculation of weightings based on bottom-line (financial) implications in each industry Taking into account company size Yearly reviewed and refined based on experiences, feedback, and new emerging trends Analyst expertise

Korea ESG Performance 2010

2


Methodology Tools

Systematic, IT-based assessment tools Solving the puzzle: wide range of information sources Unique experience

Assessment Processes The SolAbility ESG assessment consists the application of three tools: 1. Sustainability filter : screening large number of companies according key sustainability indicators to eliminate laggards for in-depth Assessment phase. 2. ESG Assessment tool : analyzing and evaluating sustainability performance based on industry-specific sustainability indicators 3. Verification : investigation of company cases related to sustainability performance through media surveys and government documents Information sources SolAbility acquires a wide range of information through a variety of channels such as public announcements, websites, annual reports, sustainability reports, questionnaires, lawsuit records, stakeholder participation issues, media research, etc.

Korea ESG Performance 2010

3


ESG portfolio performance Short-term

Starting universe:350 stocks The leading 50 Korean companies of the starting universe show a significant outperformance vs. the Korea Stock Performance Index

Short-term return of sustainable companies A portfolio of the 50 most sustainable companies (market-cap weighted) achieved a return of 16.74% from January 2010 to early October 2010. For the same period, the KOSPI gained 10.65%, while KRX and DJSI Korea gained roughly 8%. KRX SRI

DJSI Ko rea

KOSP I

So lA bility 50

20%

16.4% 15%

10.4%

10%

7.6% 5%

0%

-5%

-10%

-15% 12/31/2009

3/1/2010

4/30/2010

6/29/2010

8/28/2010

Data Sources: KRX, Dow Jones

Korea ESG Performance 2010

4


ESG portfolio performance Long-term

Long-term return of sustainable companies Sustainable companies equally achieved high returns in the long-term. The SolAbility 50 portfolio gained 107% over 5 years (01/2006-10/2010), over three times higher than the Korea Stock Exchange Index (KOSPI), which gained 35%.

DJSI Ko rea

KOSP I

So lA bility 50

120% 106.6% 100% 80% 60%

47.7%

40%

33.9%

20% 0% -20% -40% January06

July-06

January07

July-07

January08

July-08

Decembe r-08

July-09

Decembe r-09

July-10

Data Sources: KRX, Dow Jones

Due to its global brand name and recognition, both the investment industry and corporate managers observe the performance and composition of globally recognized benchmarks. In this context, the failure to identify outstanding sustainable value of the global benchmark is of concern and an obstacle to further advance of corporate sustainability and sustainable investment. The SolAbility assessment proofs that sustainable value can be identified.

Korea ESG Performance 2010

5


Corporate Sustainability Performance Developments

™ The overall sustainability level of Korean companies is improving every year. However, top-performing companies advance faster than the average, implying that high-performing companies have further strengthened their sustainability level while a considerable number of companies are still reluctant to fully integrate sustainability management beyond compliance as a strategic management framework.

Overall Sustainability Performance

80

75

72

72

69 60

45

48

51

53

40

20

™ The level of environmental reporting has improved dramatically, while economic reporting has been stationary, and social reporting mostly remains limited to the areas of Human Resources Development and social contributions.

0

™ Visible improvements in terms of sustainability performance are seen in the environmental and social sectors. The average environmental performance has improved by 12% compared to last year, and social performance by 6%. On the other hand, the economic performance has improved by only 1%, but remains the highest average performance.

60

2007

2008

Best

2009

2010

Av erage

Development of dimension scores

55 50 45 40 35 30

™ While a significant number of Korean corporations are now introducing sustainability management, the proportion of sustainably managed companies is still somewhat below OECD levels.

2007 Eco no mic

Korea ESG Performance 2010

2008

2009 Enviro nment

2010 So cial

6


Corporate Sustainability Performance Sector trends

SolAbility categorizes companies by 13 sectors (composed of 29 industries, according the main business line) to allow for sector comparisons. The industry scores of Electronic companies are outstanding compared to other industries. The score gap between Industry Best and Industry Average has also narrowed. The most year-on-year improved industry is the Construction & Construction Materials sector, with the performance improved by 8.5% compared to last year. On the other hand, industries such as Holdings & Trading, Steel & Metal, Media, Leisure & Services are characterized with low sustainability levels compared to other industries, improved by only 1.4% from last year’s score. For Steel/Metal industries, there is a large score gap between Industry Best and Industry Average, reflecting the phenomena that leading companies have been consistently improving their performances while the companies not or less exposed to global markets are not actively involved in sustainability management.

Sustainability Performance by Sector

65

Electro nics

75 55

Co mmunicatio n

70

P arma & Co smetics

54 64 54

Utilities

66 54

Industrials

66 51

Transpo rt

61

Energy & chemicals

50 66 50

Financials

64

Co nstructio n & materials

50

Co nsumer go o ds

49

Ho lding & Trading

48

62

63

64 48

M etals

69

Co nsumer services

47 65 0

20

Best Company

Korea ESG Performance 2010

40

60

80

Industry Av erage

7


Management & Governance Developments

The sustainability level of the economic criteria has not shown any significant changes, with a minor improvement of 1.53% compared to 2009 last year’s performance.

Economic Sustainability Performance

80 60

The corporate governance score remained at 2009 level, with the know

weaknesses of Chaebol board structure in terms of professionalism, independence board effectiveness still witnessed today. Transparency

has weakened due to the deregulation of corporate disclosure requirements. The majority of companies have established ethical management system and reinforced monitoring, but the number of non-compliances reported such as price fixing practice has not dropped. Risk management performance has improved, reflecting company’s efforts to better predict future risks and turn them into business opportunities. Nevertheless, domestic company’s risk management is still below global level. Korean companies have steadily improved in the areas of R&D, brand management, and innovation. However, there is still room for improvement in the areas of integrating sustainability management strategy in management thinking.

51

75

74

72

71

54

54

2009

2010

52

40

C

20 0 2007

2008

Best

Av erage

E c o no mic C rit e ria pe rf o rm a nc e

51

Co rpo rate Go vernance

54 56

55 57 59

Ethical M anagement

63

65 41 41 44

Risk management

48 44 44 46

Sustainability strategy

47 48

B rand management

Korea ESG Performance 2010

52 54

59 20 2010

40 2009

60 2008

80 2007

8


Management & Governance Sector trends

™ Communication, financial, and electronic industries are associated with high sustainability level compared with other industries. ™ The industries with the greatest improvement are Food & Beverages (+6.8%) and Construction/Materials (+6.3%). Particularly in the Construction & Materials industry, a significant number of companies have newly published sustainability reports. ™ Even though the industry averages of Holdings& Trading and Steel & Metal have improved, the sustainability levels are still low compared to other industries.

Governance & Management by Sector

60.4

Co mmunicatio n

75.3 60.0

Financials

71.0 57.7

Electro nics

67.7 56.9 63.7

Utilities

56.1 62.7

P arma & Co smetics Co nsumer go o ds

54.6

Co nsumer services

53.9

64.6

64.2

Co nstructio n & materials

52.8 59.7 52.7

Industrials

64.5 52.5 58.8

Transpo rt

51.2

M etals

73.9 50.3

Ho lding & Trading

68.7 47.4

Energy & chemicals

60.9 0

20

Best Company

Korea ESG Performance 2010

40

60

80

Industry Av erage

9


Environmental Sustainability Developments

Average environment performance showed the largest increase, rising by11.95% compared 2009, indicating that Korean companies have woken up to the challenge of global climate change and the prospect of high energy costs.

Environmental Sustainability Performance

90 80 70 60

50

50

Average environment reporting improved by 21.27% due to the increased number of companies disclosing environmental information.

86

81

81

77

38

40

44

41

30 20 10 0

Carbon Risk Management increased by 32.41% due to efforts to improve energy efficiency and establishing GHG inventories. However, considering Koreas 97% reliance on energy imports and the energy intensity of the economy (considerable above OECD average), efforts undertaken so far are still highly insufficient to secure future competitiveness. Waste management improved by 23.11%. Adapting LCA, waste minimization in the production stage and recycling account for this development. Green business lines saw a surge of 10.15%, reflecting the fact that companies are starting to develop new business lines (products & services) related to clean-tech and green growth

2007

2008

Best

2009

2010

Av erage

Environmental criteria performance

27 27 31

Enviro nmental repo rting

34 41 25 25

Carbo n risk management

31 37 37 49 61

Chemical substance management

68 68 70 70 72 72

c

49

Waste management & recycling

57 57 58 58 71 30 30 33 33

Green business develo pment

41 45 20

30

40

50

60

70 70

80 80

20102010 2009 2009 2008 2008 2007 2007

Korea ESG Performance 2010

10


Environmental Sustainability Sector trends

The assessment reveals Significant differences between the different industry sectors in environmental sustainability performance. While some sectors improved by nearly 30% compared to 2009 levels, other sectors remain at the same level of previous years. High ranking sectors include Electronics, Industrials, Utilities (manufacturing industries and other industries subject to environmental regulation). The waste majority of Electronics, Industrial companies are pursuing environment management, and invest to reduce energy usage, green house gases, water usage and waste.

Environmental Managament & Performance 73

Electro nics

86 59

Industrials

72 57

Utilities

78 55

M etals

70

Energy & chemicals

54

P arma & Co smetics

54

Co nsumer go o ds

53

75

73

65 53

Transpo rt

The construction & materials (+31.7%) and Consumer goods industry (%28.7%) showed the highest progress rate yearon-year. The Pharmaceutical & Cosmetics industries and service providers improved only marginally. Within these sectors, only few companies implement environment management systems without regulatory requirements.

64 51

Co mmunicatio n

69 47

Co nstructio n & materials

60 43

Ho lding & Trading

64 37

Financials

66

Co nsumer services

31 67

0

20

Best Company

Korea ESG Performance 2010

40

60

80

Industry Av erage

11


Human & Society Developments

With an increase of 6.3%, societal performance showed general improvements across all sectors, exhibiting a tendency of gradual improvement.

Societal Sustainability Performance

80

72

70

69

68 60

HR development increased by 8.82% year on year. This indicates the corporate realization of the importance of HR management to improve global competitiveness by attracting and retaining the best staff and strengthening internal training. Social activities and contributions remain at a similar state compared to 2009. While social activity rates are generally increasing, companies may not have a formulated strategy for social activities and alignment of strategic corporate citizenship activities with core business capabilities Supply Chain Management and OHS management exhibit gradual development. In particular, the manufacturing sector has been emphasizing “win-win” and “together growth” as well as “green purchasing”. However, supply chain management system at most companies are focused on domestic suppliers at this point in time and fail to recognize supply chain risks in less developed markets

41

52

49

47

40

20

0 2007

2008

2009

Best

2010

Av erage

Social Social criteria criteria performance performance

34 39

HR lder Stakeho develo pment engagement

46 43 42 50

47 26

HR Incentive develo pment systems

54

39 46

35

50

54

38

42

26

HR co mpensatio n So cial engagament

35 42 38 44 42 44 42 45 44 44

Co rpo rate citizenship

64

45

OHSM anufacturers OHSM anufacturers

70 64 71 7074 71

74

52

Supply chain Supply chain management management

5254 54 57 5760

60

20 20

30 30

2010 2010

Korea ESG Performance 2010

40 40 2009 2009

50 50

60 60

2008 2008

70 70

80 80

2007 2007

12


Human & Society Sector trends

Sustainability performance of Society criteria showed comparably equivalent progress amongst industry sectors due to improved management systems related to HR development and incentive systems. Again, the field is lead by Koreas most know export sector the electronics industry. Compared to 2009, significant improvement were made in the Steel & Metals (+16.4%), Utilities (+14.8%), and Industrials industries (+12.6%). This indicates that more and more companies make active efforts to improve OHS performance and Supply chain management Average Consumer Services and Holding & Trading performance remain at comparable low levels.

Human & Social Considerations

65

Electro nics

72

Co nstructio n & materials

57

Utilities

57

70 69 56

Co mmunicatio n

71

P arma & Co smetics

55 63 53

Industrials

67

M etals

51

Energy & chemicals

51

Co nsumer go o ds

50

68 64 60 49

Financials

63

Co nsumer services

48

Ho lding & Trading

48

66 59 46

Transpo rt

57

0

20

Best Company

Korea ESG Performance 2010

40

60

80

Industry Av erage

13


Conclusions Corporate Sustainability

Increasing recognition of the business value of sustainability management But – limited implementation in terms of strategic business development Large differences between sectors, and within sectors

Increased recognition of sustainable management for business value The increase In average ESG performance scores reflect the spread of interest and recognition for sustainability in Korea following the financial crisis 2008/2009 and the government’s strategic focus on “green growth”. The number of companies that have actively reviewed their management systems in light of sustainability integration has accelerated remarkably since 2009. Given that a large number of Korean companies are currently undergoing internal sustainability reviews, further rise of the average Korean sustainability performance is expected. Along with integration of sustainability considerations in policies and management systems, the number of companies disclosing sustainability performance and information has increased rapidly. However, while the developments have been encouraging, only few companies have formulated long-term strategies that integrate not only operational issues and considerations, but also strategic, long-term business development considerations based on sustainability trends.

Imbalance of sustainability levels amongst Industry sectors Export-focused companies, namely in the manufacturing industry sectors such as electronics, automobiles, and ship-builders are leading Korean companies in terms of corporate-wide efforts to improve corporate sustainability level as a means of securing future competitiveness. In contrast, industry sectors focused on domestic demand such as finance and service sectors have been more reluctant in embracing sustainability management until recently.

Korea ESG Performance 2010

14


Conclusions Sustainable Performance

Sustainable companies outperform the market Sustainability needs to be integrated further to secure long-term competitiveness

High sustainability performance equals high financial returns and stability SolAbility's ESG assessment results proof that sustainable companies achieve significantly higher returns than the average investment over both short-term and long term periods. Despite the sharp fluctuations in the stock markets during 2009-2010, it is observed that the market value of sustainable companies was less elastic on the downturn compared to other companies. This observation strongly supports the claim that sustainability brings companies higher returns in times of prosperity and more stability in times of depression. Considering the growing uncertainty in the domestic an global economy, sustainability is now a MUST HAVE for a company’s long-term business success.

Global sustainability benchmarks While we are proud to outperform the global benchmark, the “SolAbility� brand carries only limited weight. In the wider context of advancing corporate sustainability and sustainable investment, it is paramount that the global benchmark is capable of identifying outstanding sustainable value. The current failure to do so is an indication of insufficient allocation of resources to adapt the research to the developments in corporate sustainability and needs to be addressed urgently.

Sustainability management as core management principle Despite all the positive developments, sustainability management is still only partially recognised as a core management principle and strategic business development tool, and is not fully reflected in corporate culture. Korean companies need to consider sustainability issues from the highest decision-making levels in order to secure future competitiveness. Korea ESG Performance 2010

15


Korea ESG Performance 2010

Questions?

contact@solability.com SolAbility Ltd. www.solability.com 802 Meritwin 856 Janghang, Ilsan, South Korea Tel ++82 31 811 3578

Our future. Your wallet.

Sustainable Investment.


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