Riot Platforms (RIOT) had the lowest return in January 2015 by a large-cap US stock, returning -71.8%.

ASSET	MONTH	% RETURN
Riot Platforms (RIOT)	January 2015	-71.75%
Sterling Construction (STRL)	January 2015	-46.2%
Insulet (PODD)	January 2015	-36.22%
Deckers Outdoor (DECK)	January 2015	-27.99%
Freeport-McMoran Copper & Gold (FCX)	January 2015	-27.02%
Saia (SAIA)	January 2015	-24.57%
Alamos Gold (AGI)	January 2015	-24.07%
Carpenter Technology (CRS)	January 2015	-23.04%
Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR (SBS)	January 2015	-21.99%
Ally Financial (ALLY)	January 2015	-21.25%
Powell Industries (POWL)	January 2015	-21.11%
Applied Opt (AAOI)	January 2015	-20.74%
Albemarle (ALB)	January 2015	-20.06%
United Rentals (URI)	January 2015	-19.65%
TechnipFMC (FTI)	January 2015	-19.29%
Banco Santander SA ADR (SAN)	January 2015	-19.03%
Five Below (FIVE)	January 2015	-18.95%
Canadian Imperial Bank Of Commerce (CM)	January 2015	-18.81%
MasTec (MTZ)	January 2015	-18.49%
Regions Financial (RF)	January 2015	-18.31%
Arrowhead Pharmaceuticals (ARWR)	January 2015	-18.16%
Allegheny Technologies (ATI)	January 2015	-18.13%
Huazhu (HTHT)	January 2015	-18.11%
Bank of Montreal (BMO)	January 2015	-17.79%
Hudbay Minerals (HBM)	January 2015	-17.53%

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