Certainly, all those dimensions are interconnected:
One of the most demanded managerial skills is the ability to lead activities that lead to innovation and creativity, with which the competitive advantages of a company can be increased (either by improving prices -cost reduction without affecting quality-, attending a market niche, or differentiating) and creating the necessary conditions to own a sustainable company (reducing environmental impact) which would guarantee its continuity over time.
As you can see, all these dimensions are closely related.
Linking Innovativeness, Competitive Advantage, Managerial Skills, and Continuity, as dimensions of sustainability can be done through using the structural equation modeling (SEM). You may use AMOS.