DeFi Technologies (DEFT) had the highest return between 2000 and 2005 by a small-cap US stock, returning 107,600%.

ASSET	YEARS	% RETURN
DeFi Technologies (DEFT)	2000-2005	107,600%
Gladstone Capital (GLAD)	2000-2005	4,753.24%
Americas Silver (USAS)	2000-2005	3,136.84%
BJs Restaurants (BJRI)	2000-2005	1,825.14%
McEwen Mining (MUX)	2000-2005	1,765.12%
USANA Health Sciences (USNA)	2000-2005	1,478.86%
Hovnanian Enterprises (HOV)	2000-2005	1,472.75%
RPC (RES)	2000-2005	1,307.13%
Mednax (MD)	2000-2005	1,165.29%
NAPCO Security Technologies (NSSC)	2000-2005	1,069.89%
Beazer Homes USA (BZH)	2000-2005	1,033.14%
World Kinect (WKC)	2000-2005	884.67%
Mesabi Trust (MSB)	2000-2005	878.5%
China Yuchai International (CYD)	2000-2005	877.08%
Tetra Technologies (TTI)	2000-2005	863.85%
Hope Bancorp (HOPE)	2000-2005	752.99%
Consolidated Water (CWCO)	2000-2005	681.54%
Monarch Casino & Resort (MCRI)	2000-2005	669.36%
National HealthCare (NHC)	2000-2005	636.08%
Perdoceo Education (PRDO)	2000-2005	609.89%
Nordic American Tankers (NAT)	2000-2005	591.17%
Graham (GHM)	2000-2005	590.43%
Healthcare Services (HCSG)	2000-2005	581.17%
Lightwave Logic (LWLG)	2000-2005	580%
Vaalco Energy (EGY)	2000-2005	578.41%

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