Datavault AI (DVLT) had the lowest return between 2021 and 2024 by a small-cap US stock, returning -100%.

ASSET	YEARS	% RETURN
Datavault AI (DVLT)	2021-2024	-100%
American Bitcoin (ABTC)	2021-2024	-99.97%
Palisade Bio (PALI)	2021-2024	-99.96%
Avalo Therapeutics (AVTX)	2021-2024	-99.9%
Falcon's Beyond Global, Inc Class A Common Stock (FBYD)	2021-2024	-99.72%
Andretti Acquisition Corp II Class A Ordinary Shares (POLE)	2021-2024	-99.34%
Canopy Growth (CGC)	2021-2024	-98.9%
MMTEC (MTC)	2021-2024	-98.68%
Damora Therapeutics (DMRA)	2021-2024	-98.56%
Galecto (GLTO)	2021-2024	-98.56%
Relmada Therapeutics (RLMD)	2021-2024	-98.39%
Wheels Up Experience (UP)	2021-2024	-98.35%
Strive Asset Management (ASST)	2021-2024	-98.33%
Better Home & Finance (BETR)	2021-2024	-98.17%
Sharplink Gaming (SBET)	2021-2024	-97.95%
Invivyd (IVVD)	2021-2024	-97.89%
Barnes & Noble Education (BNED)	2021-2024	-97.83%
P3 Health Partners (PIII)	2021-2024	-97.75%
Shattuck Labs (STTK)	2021-2024	-97.69%
Ginkgo Bioworks (DNA)	2021-2024	-97.69%
Forte Biosciences (FBRX)	2021-2024	-97.56%
Vor Biopharma (VOR)	2021-2024	-97.36%
FuelCell Energy (FCEL)	2021-2024	-97.33%
Oncology Institute (TOI)	2021-2024	-97.14%
Digital Turbine (APPS)	2021-2024	-97.06%

Small-cap stocks are treated as having a market cap between $300M and $2B.