This study investigates the role of Environmental, Social, and Governance (ESG) principles in managing climate risk, with a specific focus on China. Motivated by the increasing global and national emphasis on ESG, this research utilizes advanced methodologies to analyze long-term climate data and assess climate risks. The Hurst exponent, variance ratio method, range ratio method, and mean reversion method are employed to measure the persistence and variability of temperature series across China from 1901 to 2021. By integrating the Ornstein-Uhlenbeck (OU) process, this study enhances the accuracy of climate risk assessments, addressing the limitations of traditional methods in handling non-stationary data and capturing dynamic changes. The findings contribute to the broader discourse on ESG and climate risk management, providing valuable insights for policymakers and businesses to develop effective strategies for mitigating long-term climate risks and promoting sustainable development in China.