Africa is a rising star - one of the most desirable investment destinations in the world. Nonetheless, economic growth is uneven among African countries, and many obstacles must be overcome in order to realize the full potential of opportunity. To achieve long-term sustainable investment results, and ultimately progress towards Sustainable Development goals, many risks must be isolated, analyzed, and mitigated. This paper introduces the concept of Sustainability Risk, identifying a set of major risk components for Sub-Saharan Africa and building an integral measure to quantify the degree of remoteness of the forty-six Sub-Saharan Africa countries from the total set of threats considered. The countries are separated into distinct groups with similar characteristics in terms of Sustainability Risk, and an analysis for potential decision-making, based on the visualization of the countries' position in relation to the major sustainability threats, is performed for each group. The research identifies risks with maximum impacts.