Denison Mines (DNN) had the highest return between 2000 and 2005 by a small-cap US stock, returning 2,685.9%.

ASSET	YEARS	% RETURN
Denison Mines (DNN)	2000-2005	2,685.85%
Companhia Siderurgica Nacional ADR (SID)	2000-2005	1,923.71%
BJs Restaurants (BJRI)	2000-2005	1,825.14%
McEwen Mining (MUX)	2000-2005	1,765.13%
Site Centers (SITC)	2000-2005	1,724.92%
USANA Health Sciences (USNA)	2000-2005	1,478.86%
Hovnanian Enterprises (HOV)	2000-2005	1,472.75%
RPC (RES)	2000-2005	1,306.93%
Mednax (MD)	2000-2005	1,165.29%
SSR Mining (SSRM)	2000-2005	1,127.19%
NAPCO Security Technologies (NSSC)	2000-2005	1,070.04%
Beazer Homes USA (BZH)	2000-2005	1,033.14%
PrimeEnergy (PNRG)	2000-2005	982.11%
World Kinect (WKC)	2000-2005	884.68%
Mesabi Trust (MSB)	2000-2005	878.34%
China Yuchai International (CYD)	2000-2005	874.17%
Tetra Technologies (TTI)	2000-2005	863.85%
Cryoport (CYRX)	2000-2005	856.52%
Community West Bancshares (CWBC)	2000-2005	801.84%
Avadel Pharmaceuticals (AVDL)	2000-2005	788.47%
Air Transport Services (ATSG)	2000-2005	772.22%
Hope Bancorp (HOPE)	2000-2005	753.14%
Consolidated Water (CWCO)	2000-2005	681.52%
Monarch Casino & Resort (MCRI)	2000-2005	669.36%
National HealthCare (NHC)	2000-2005	635.59%

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