GE Aerospace (GE) had the lowest return in March 2026 by a mega-cap US stock, returning -16.8%.

ASSET	MONTH	% RETURN
GE Aerospace (GE)	March 2026	-16.77%
Micron Technology (MU)	March 2026	-15.81%
Toyota Motor Corporation ADR (TM)	March 2026	-13.86%
Procter & Gamble (PG)	March 2026	-12.61%
SAP SE ADR (SAP)	March 2026	-12.58%
Eli Lilly and (LLY)	March 2026	-11.95%
Home Depot (HD)	March 2026	-11.71%
Philip Morris International (PM)	March 2026	-10.55%
Amphenol (APH)	March 2026	-10.53%
Facebook (META)	March 2026	-10.13%
Alibaba (BABA)	March 2026	-9.86%
Amgen (AMGN)	March 2026	-9.32%
BHP (BHP)	March 2026	-9.07%
RTX (RTX)	March 2026	-8.43%
Texas Instruments (TXN)	March 2026	-8.01%
Taiwan Semiconductor Manufacturing (TSM)	March 2026	-7.29%
AbbVie (ABBV)	March 2026	-6.92%
ASML Holding NV New York Registry Shares (ASML)	March 2026	-6.84%
Applied Materials (AMAT)	March 2026	-6.76%
Lam Research (LRCX)	March 2026	-6.7%
Novartis AG ADR (NVS)	March 2026	-5.84%
Microsoft (MSFT)	March 2026	-5.78%
Coca-Cola (KO)	March 2026	-5.76%
UnitedHealth (UNH)	March 2026	-5.37%
Arista Networks (ANET)	March 2026	-5.3%

Mega-cap stocks are treated as having a market cap of $200B+.