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%
Revolution Medicines (RVMD)	July 2020	-24.65%
Intel (INTC)	July 2020	-20.33%
ZoomInfo Technologies (GTM)	July 2020	-19.56%
Norwegian Cruise Line (NCLH)	July 2020	-19.43%
Carnival (CCL)	July 2020	-18.06%
American Airlines (AAL)	July 2020	-17.51%
Axon Enterprise (AXON)	July 2020	-15.72%
Allegheny Technologies (ATI)	July 2020	-15.38%
Permian Resources (PR)	July 2020	-15.38%
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%
BridgeBio Pharma (BBIO)	July 2020	-13.76%
Phillips 66 (PSX)	July 2020	-13.58%
ONEOK (OKE)	July 2020	-13.33%
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%

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