FirstEnergy (FE) had the lowest return in July 2020 by a large-cap US stock, returning -25.4%.

ASSET	MONTH	% RETURN
FirstEnergy (FE)	July 2020	-25.39%
Intel (INTC)	July 2020	-20.33%
Carnival (CCL)	July 2020	-18.06%
Axon Enterprise (AXON)	July 2020	-15.72%
United Airlines (UAL)	July 2020	-15.01%
Boeing (BA)	July 2020	-15%
Occidental Petroleum (OXY)	July 2020	-14.08%
Delta Air Lines (DAL)	July 2020	-13.96%
Phillips 66 (PSX)	July 2020	-13.59%
ONEOK (OKE)	July 2020	-13.35%
AerCap (AER)	July 2020	-13.24%
Lloyds Banking Group PLC ADR (LYG)	July 2020	-12.58%
Southwest Airlines (LUV)	July 2020	-12.47%
GE Aerospace (GE)	July 2020	-12.41%
British American Tobacco (BTI)	July 2020	-12.15%
Banco Santander SA ADR (SAN)	July 2020	-12.08%
Orix Corp Ads (IX)	July 2020	-12%
MasTec (MTZ)	July 2020	-11.91%
Plains All American Pipeline (PAA)	July 2020	-11.61%
Royalty Pharma (RPRX)	July 2020	-11.31%
Telefonica SA ADR (TEF)	July 2020	-10.99%
Automatic Data Processing (ADP)	July 2020	-10.93%
ConocoPhillips (COP)	July 2020	-10.81%
Carnival Plc ADS (CUK)	July 2020	-10.58%
Texas Pacific Land Trust (TPL)	July 2020	-10.42%

Large-cap stocks are treated as having a market cap of $10B+.