NetEase (NTES) had the highest return between 2002 and 2003 by a large-cap US stock, returning 4,822.4%.

ASSET	YEARS	% RETURN
NetEase (NTES)	2002-2003	4,822.45%
Cheniere Energy (LNG)	2002-2003	1,131.69%
Hecla Mining (HL)	2002-2003	821.09%
Coeur Mining (CDE)	2002-2003	588.1%
Itau Unibanco Banco (ITUB)	2002-2003	581.85%
Axon Enterprise (AXON)	2002-2003	502.6%
Chunghwa Telecom (CHT)	2002-2003	501.4%
ArcelorMittal SA ADR (MT)	2002-2003	392.8%
Amazon (AMZN)	2002-2003	381.16%
Deckers Outdoor (DECK)	2002-2003	363.72%
Tractor Supply (TSCO)	2002-2003	355.47%
Southern Copper (SCCO)	2002-2003	317.87%
Royal Gold (RGLD)	2002-2003	313.69%
Dick’s Sporting Goods (DKS)	2002-2003	297.21%
Tapestry (TPR)	2002-2003	292.01%
ICICI Bank (IBN)	2002-2003	291.8%
Old Dominion Freight Line (ODFL)	2002-2003	283.52%
Rambus (RMBS)	2002-2003	280.42%
Kinross Gold (KGC)	2002-2003	275.12%
Grupo Cibest (CIB)	2002-2003	269.49%
Align Technology (ALGN)	2002-2003	266.89%
Crown (CCK)	2002-2003	255.28%
Pan American Silver (PAAS)	2002-2003	238.86%
Netflix (NFLX)	2002-2003	237.89%
Cognizant Technology Solutions Corp Class A (CTSH)	2002-2003	234.64%

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