The colonies at Jamestown and Plymouth were sponsored by different entities.
Jamestown, founded in 1607, was sponsored by the London Company (also known as the Virginia Company of London).
Plymouth, founded in 1620, was sponsored by the Pilgrims, who sailed on the Mayflower, but it was not directly sponsored by a company; instead, the Pilgrims secured a patent for their settlement from the London Company and then later established the Mayflower Compact as a governing document.
So the correct answer for Jamestown specifically is the London Company.