Let's face it, not all companies have social responsibilities. Some are even downright nasty. While they do make some social commitments from time to time, it's often the nature of their business (i.e. tobacco companies) that may make some investors cringe at the very idea of investing in them.
Which isn't to say that people don't. Stocks of these companies often give a large return on investment. In fact, some companies that seem to be socially responsible are actually owned by larger companies with less-than stellar reputations.
In the end, it's really how you, the investor, can live with the knowledge of your investment's reputation.
Thanks.