Marketing Sherpa have just published their 2011 Social Marketing Benchmark Report. There's an interesting graph in the promotional email about this report, showing the ROI that marketers are reporting, in a survey of 3,342 responses. The mode is a 95% ROI (25% of respondents) but about 30% of respondents said they were making a profit (i.e. ROI more than 100%). Forty-three percent were not yet in happy street, making an ROI of 50% or less.
There are some more samples and stats (and a link to buy the full report) on MarketingSherpa's site