Growing evidence suggests that individuals integrate ethical considerations into their consumption and investment choices. However, the empirical link between socially responsible consumption (SRC) and socially responsible investment (SRI) at the individual level remains underexplored. This paper investigates the alignment between SRC and SRI using a combination of survey data and administrative records from a major French bank, including retail client portfolio holdings and card-level transaction data. We find a consistent positive relationship between sustainable consumption and sustainable investment, both in stated and revealed preferences. Among categories of consumption, green mobility spending and lower energy consumption shares were associated with higher SRI portfolio proportions. Furthermore, SRI beliefs regarding expected returns, perceived risk, and impact emerged as key predictors of SRI propensity. These findings highlight the relevance of investor perceptions and sustainability preferences for promoting retail engagement with SRI.