Itau Unibanco Banco (ITUB) had the lowest return between 2002 and 2003 by a large-cap US stock, returning -100%.

ASSET	YEARS	% RETURN
Itau Unibanco Banco (ITUB)	2002-2003	-100%
Shinhan Financial (SHG)	2002-2003	-93.38%
Ionis Pharmaceuticals (IONS)	2002-2003	-70.96%
Encompass Health (EHC)	2002-2003	-69.05%
Telefonaktiebolaget LM Ericsson B ADR (ERIC)	2002-2003	-66.74%
NVIDIA (NVDA)	2002-2003	-65.48%
Incyte (INCY)	2002-2003	-64.78%
Celestica (CLS)	2002-2003	-62.69%
CMS Energy (CMS)	2002-2003	-61.53%
Tenet Healthcare (THC)	2002-2003	-59.13%
Micron Technology (MU)	2002-2003	-59%
Check Point Software Technologies (CHKP)	2002-2003	-58.46%
Vertex Pharmaceuticals (VRTX)	2002-2003	-58.37%
VeriSign (VRSN)	2002-2003	-57.54%
Exelixis (EXEL)	2002-2003	-57.52%
Ciena (CIEN)	2002-2003	-55.01%
Lattice Semiconductor (LSCC)	2002-2003	-53.46%
Quanta Services (PWR)	2002-2003	-53.21%
PTC (PTC)	2002-2003	-49.42%
Booking (BKNG)	2002-2003	-48.92%
Revvity (RVTY)	2002-2003	-48.26%
Regeneron Pharmaceuticals (REGN)	2002-2003	-47.54%
Biogen (BIIB)	2002-2003	-46.77%
Invesco (IVZ)	2002-2003	-46.4%
CNH Industrial (CNH)	2002-2003	-45.31%

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