Palantir Technologies (PLTR) had the highest return in January 2021 by a mega-cap US stock, returning 47.1%.

ASSET	MONTH	% RETURN
Palantir Technologies (PLTR)	January 2021	47.14%
Eli Lilly and (LLY)	January 2021	23.04%
Alibaba (BABA)	January 2021	12.07%
Intel (INTC)	January 2021	11.26%
Applied Materials (AMAT)	January 2021	10.82%
Tesla (TSLA)	January 2021	10.3%
Taiwan Semiconductor Manufacturing (TSM)	January 2021	9.02%
Thermo Fisher Scientific (TMO)	January 2021	8.67%
Exxon Mobil (XOM)	January 2021	8.18%
Marvell Technology (MRVL)	January 2021	7.63%
KLA (KLAC)	January 2021	6.87%
ASML Holding NV New York Registry Shares (ASML)	January 2021	6.83%
Seagate Technology (STX)	January 2021	6.15%
Arista Networks (ANET)	January 2021	5.78%
Amgen (AMGN)	January 2021	4.4%
Microsoft (MSFT)	January 2021	4.24%
Alphabet Inc Class A (GOOGL)	January 2021	3.83%
Johnson & Johnson (JNJ)	January 2021	3.75%
Mitsubishi UFJ Financial Group Inc ADR (MUFG)	January 2021	2.94%
Crowdstrike (CRWD)	January 2021	2.78%
Broadcom (AVGO)	January 2021	2.54%
Micron Technology (MU)	January 2021	2.34%
Qualcomm (QCOM)	January 2021	2.14%
Home Depot (HD)	January 2021	1.81%
Shell PLC ADR (SHEL)	January 2021	1.77%

Mega-cap stocks are treated as having a market cap of $200B+.