The relationship between sustainable supply chain management practices and companies’ performances has been the subject of many research studies in the past few years. Some authors showed that sustainable supply chain management doesn’t contribute to the financial performance, while others found the opposite. This research paper is fully in line with this debate and aims to investigate the relationship between the financial performance and the supply chain’s sustainability of Moroccan industrial companies listed on the stock exchange and belonging to three different sectors. A statistical analysis was carried out using the database of Vigeo Eiris, an international environmental, social and corporate governance research and rating agency founded in 2002, and companies’ annual reports. Results show that sustainable relationships with partners in the upstream supply chain impact the financial performance of companies in different ways, depending on the characteristics of each sector. The findings of this research have financial, ecological and social implications as they can help companies understand the importance of having an efficient supply chain while being environmentally and socially responsible.