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%
Abbott Laboratories (ABT)	January 2021	13.29%
Alibaba (BABA)	January 2021	12.07%
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%
ASML Holding NV ADR (ASML)	January 2021	6.83%
Microsoft (MSFT)	January 2021	4.24%
Alphabet Inc Class A (GOOGL)	January 2021	3.83%
Johnson & Johnson (JNJ)	January 2021	3.75%
Broadcom (AVGO)	January 2021	2.54%
Micron Technology (MU)	January 2021	2.34%
Home Depot (HD)	January 2021	1.81%
Shell PLC ADR (SHEL)	January 2021	1.77%
JPMorgan Chase (JPM)	January 2021	1.64%
Goldman Sachs (GS)	January 2021	1.56%
Salesforce (CRM)	January 2021	1.31%
Lam Research (LRCX)	January 2021	1.21%
Cisco Systems (CSCO)	January 2021	0.61%
Caterpillar (CAT)	January 2021	0.44%
HSBC Holdings PLC ADR (HSBC)	January 2021	0.35%
Chevron (CVX)	January 2021	0.06%

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