Facebook (META) had the highest return in January 2016 by a mega-cap US stock, returning 10.1%.

ASSET	MONTH	% RETURN
Facebook (META)	January 2016	10.06%
Walmart Inc Common Stock (WMT)	January 2016	9.69%
McDonald’s (MCD)	January 2016	5.57%
ASML Holding NV ADR (ASML)	January 2016	5.21%
Procter & Gamble (PG)	January 2016	5.16%
SAP SE ADR (SAP)	January 2016	3.99%
Philip Morris International (PM)	January 2016	3.64%
T-Mobile US (TMUS)	January 2016	3.32%
Johnson & Johnson (JNJ)	January 2016	2.68%
Microsoft (MSFT)	January 2016	1.42%
Coca-Cola (KO)	January 2016	1.37%
Oracle (ORCL)	January 2016	0.83%
PepsiCo (PEP)	January 2016	0.75%
Taiwan Semiconductor Manufacturing (TSM)	January 2016	0.49%
Exxon Mobil (XOM)	January 2016	0.45%
Alphabet Inc Class A (GOOGL)	January 2016	-0.11%
Berkshire Hathaway (BRK.B)	January 2016	-0.3%
Berkshire Hathaway (BRK.A)	January 2016	-0.33%
Intuitive Surgical (ISRG)	January 2016	-1.15%
Toyota Motor Corporation ADR (TM)	January 2016	-1.23%
UnitedHealth (UNH)	January 2016	-1.5%
Royal Bank of Canada (RY)	January 2016	-1.59%
Visa Inc Class A (V)	January 2016	-2.06%
Merck (MRK)	January 2016	-2.58%
Shell PLC ADR (SHEL)	January 2016	-3.26%

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