$installer = $setup;
   $installer->startSetup();

   $installer->getConnection()->addColumn(
        $installer->getTable('sales_order_grid'),
        'billing_company',
        [
            'type'     => Table::TYPE_TEXT,
            'nullable' => true,
            'comment'  => 'Company Name',
        ]
    );

   $setup->endSetup();

public function __construct()
{

}

public function upgrade(ModuleDataSetupInterface $setup, ModuleContextInterface $context)
{
    $setup->startSetup();

if (version_compare($context->getVersion(), '1.0.1', '<')) {
    $connection = $setup->getConnection();
    $grid = $setup->getTable('sales_order_grid');
    $source = $setup->getTable('customer_grid_flat');

    $connection->query(
        $connection->updateFromSelect(
            $connection->select()
                ->join(
                    $source,
                    sprintf('%s.customer_id = %s.entity_id', $grid, $source),
                    'billing_company'
                ),
            $grid
        )
    );
}

$setup->endSetup();
}