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Nowadays, investment grow rapidly and investment instrument also develop quickly. The awareness of the investor to invest their wealth show positive trend. The development of investment also was signed by the availability of Sharia product of investment instrument in capital market or stock exchange. Islamic investment in capital market emphasizes the investment ethic based on Islamic principles. Capital market provide investment instrument both of conventional and sharia principle. Conventional investment instrument based on ethic which is known by Social Responsible investment. Social Responsible Investment also emphasize the responsibility for the environment to the firm which is firm is listed in capital market. This paper has aim to describes the comparison between Islamic Investment and Social Responsible Investment. This paper uses methodology of literature review. The result of this paper can give explanation about the comparison between Islamic Investment and Social Responsible Investment.