Citigroup (C) had the highest return in August 2002 by a mega-cap US stock, returning 14.7%.

ASSET	MONTH	% RETURN
Citigroup (C)	August 2002	14.7%
Advanced Micro Devices (AMD)	August 2002	10.21%
Walmart Inc Common Stock (WMT)	August 2002	9.14%
Shell PLC ADR (SHEL)	August 2002	8.88%
Morgan Stanley (MS)	August 2002	7.42%
International Business Machines (IBM)	August 2002	7.31%
Royal Bank of Canada (RY)	August 2002	7.29%
LIN TV (LIN)	August 2002	7.13%
Home Depot (HD)	August 2002	7.09%
Cisco Systems (CSCO)	August 2002	6.47%
Berkshire Hathaway (BRK.B)	August 2002	6.41%
Berkshire Hathaway (BRK.A)	August 2002	6.1%
Bank of America (BAC)	August 2002	5.78%
JPMorgan Chase (JPM)	August 2002	5.77%
Goldman Sachs (GS)	August 2002	5.67%
Mitsubishi UFJ Financial Group Inc ADR (MUFG)	August 2002	5.08%
American Express (AXP)	August 2002	4.98%
Chevron (CVX)	August 2002	4.85%
Amazon (AMZN)	August 2002	4.4%
Toyota Motor Corporation ADR (TM)	August 2002	4.03%
Wells Fargo (WFC)	August 2002	3.94%
Microsoft (MSFT)	August 2002	3.15%
Johnson & Johnson (JNJ)	August 2002	2.85%
HSBC Holdings PLC ADR (HSBC)	August 2002	2.76%
Merck (MRK)	August 2002	2.35%

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