Netflix (NFLX) had the highest return in January 2015 by a mega-cap US stock, returning 28.4%.

ASSET	MONTH	% RETURN
Netflix (NFLX)	January 2015	28.41%
Amazon (AMZN)	January 2015	13.42%
T-Mobile US (TMUS)	January 2015	11.37%
Merck (MRK)	January 2015	5.35%
Apple (AAPL)	January 2015	5.18%
Novartis AG ADR (NVS)	January 2015	4.92%
Novo Nordisk A-S (NVO)	January 2015	4.72%
UnitedHealth (UNH)	January 2015	4.68%
Eli Lilly and (LLY)	January 2015	3.2%
Toyota Motor Corporation ADR (TM)	January 2015	2.08%
Broadcom (AVGO)	January 2015	1.93%
Taiwan Semiconductor Manufacturing (TSM)	January 2015	1.16%
Alphabet Inc Class A (GOOGL)	January 2015	0.93%
Costco Wholesale (COST)	January 2015	0.79%
AstraZeneca PLC ADR (AZN)	January 2015	-0.04%
Raytheon Technologies (RTX)	January 2015	-0.31%
Abbott Laboratories (ABT)	January 2015	-0.56%
Home Depot (HD)	January 2015	-0.7%
Thermo Fisher Scientific (TMO)	January 2015	-0.86%
Walmart Inc Common Stock (WMT)	January 2015	-1.5%
Philip Morris International (PM)	January 2015	-1.67%
McDonald’s (MCD)	January 2015	-1.8%
Coca-Cola (KO)	January 2015	-2.58%
Visa Inc Class A (V)	January 2015	-3.22%
HSBC Holdings PLC ADR (HSBC)	January 2015	-3.34%

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