Nasdaq Biotechnology is a stock market index, currently made up of 373 companies. Its evolution has been growing since its creation in 1993. Currently, a high percentage of these companies are rated in the Sustainalitycs ESG Risk rating. The lower score, the better the rating in terms of sustainability. The objective of the thesis is to analyze the companies that make up the Nasdaq Biotechnology, the sectors included, the factors that most differentiate these companies and relationship of the ESG index with economic-financial indicators. In addition, the impact of the Covid-19 pandemic is evaluated through the performance of portfolios made up of securities based on their sustainability. The source of information to create a database are obtained from Investing, Yahoo and Sustainalitycs. To achieve the objectives, a descriptive analysis of the data is carried out to know the typology of the companies. With the factor analysis, the main dimensions that characterize these companies are determined. To model the relationship between the variables and sustainability, a logistic regression is performed. The results show that, for the most part, the companies belong to the United States and are dedicated to biotechnology. Most, in turn, present the ESG risk rating and those with the best score turn out to be more financially sound than those that do not. Regarding the modeling between sustainability and economic-financial variables, employees turn out to be the variable that has the most influence. In terms of stock performance, portfolios made up of sustainable stocks are safer than those that are not sustainable.