Home Depot (HD) had the highest return in January 2008 by a mega-cap US stock, returning 12.9%.

ASSET	MONTH	% RETURN
Home Depot (HD)	January 2008	12.94%
Wells Fargo (WFC)	January 2008	11.81%
JPMorgan Chase (JPM)	January 2008	8.84%
Walmart Inc Common Stock (WMT)	January 2008	7.02%
Bank of America (BAC)	January 2008	6.31%
Advanced Micro Devices (AMD)	January 2008	2.57%
Toyota Motor Corporation ADR (TM)	January 2008	1.61%
Applied Materials (AMAT)	January 2008	1.07%
Abbott Laboratories (ABT)	January 2008	0.6%
Royal Bank of Canada (RY)	January 2008	-0.39%
Caterpillar (CAT)	January 2008	-1.61%
International Business Machines (IBM)	January 2008	-1.72%
AstraZeneca PLC ADR (AZN)	January 2008	-1.8%
Costco Wholesale (COST)	January 2008	-2.43%
Micron Technology (MU)	January 2008	-3.32%
Novo Nordisk A-S (NVO)	January 2008	-3.48%
Eli Lilly and (LLY)	January 2008	-3.87%
Coca-Cola (KO)	January 2008	-3.99%
Berkshire Hathaway (BRK.B)	January 2008	-4.01%
Berkshire Hathaway (BRK.A)	January 2008	-4.09%
Citigroup (C)	January 2008	-4.15%
Raytheon Technologies (RTX)	January 2008	-4.4%
GE Aerospace (GE)	January 2008	-4.69%
Mastercard (MA)	January 2008	-4.93%
Johnson & Johnson (JNJ)	January 2008	-5.14%

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