TKO (TKO) had the lowest return in May 2014 by a large-cap US stock, returning -43.4%.

ASSET	MONTH	% RETURN
TKO (TKO)	May 2014	-43.43%
Applied Digital (APLD)	May 2014	-26.47%
Celsius (CELH)	May 2014	-21.68%
Coeur Mining (CDE)	May 2014	-20.19%
Harmony Gold Mining (HMY)	May 2014	-18.46%
Axon Enterprise (AXON)	May 2014	-17.01%
Dick’s Sporting Goods (DKS)	May 2014	-15.73%
Gold Fields Ltd ADR (GFI)	May 2014	-14.28%
Stellantis (STLA)	May 2014	-13.88%
AngloGold Ashanti (AU)	May 2014	-11.98%
IAMGold (IAG)	May 2014	-11.85%
Fabrinet (FN)	May 2014	-11.62%
Alamos Gold (AGI)	May 2014	-10.79%
Woori Financial (WF)	May 2014	-10.74%
Centrais Elétricas Brasileiras SA - Eletrobrás (EBR.B)	May 2014	-10.2%
Five Below (FIVE)	May 2014	-10.04%
Ubiquiti Networks (UI)	May 2014	-9.31%
AstraZeneca PLC ADR (AZN)	May 2014	-8.96%
MasTec (MTZ)	May 2014	-8.93%
Hecla Mining (HL)	May 2014	-8.79%
Dr Reddy’s Laboratories Ltd ADR (RDY)	May 2014	-8.77%
Coca-Cola Consolidated (COKE)	May 2014	-8.41%
MercadoLibre (MELI)	May 2014	-8.35%
Centrais Electricas Brasileiras (EBR)	May 2014	-8.13%
ON Semiconductor (ON)	May 2014	-8.04%

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