Permian Resources (PR) had the lowest return in March 2020 by a large-cap US stock, returning -89.3%.

ASSET	MONTH	% RETURN
Permian Resources (PR)	March 2020	-89.27%
Targa Resources (TRGP)	March 2020	-79.05%
Ovintiv (OVV)	March 2020	-76.75%
Western Midstream Partners (WES)	March 2020	-75.79%
Cenovus Energy (CVE)	March 2020	-72.65%
Norwegian Cruise Line (NCLH)	March 2020	-70.46%
ONEOK (OKE)	March 2020	-67.76%
Occidental Petroleum (OXY)	March 2020	-64.47%
Plains All American Pipeline (PAA)	March 2020	-61.82%
Carnival Plc ADS (CUK)	March 2020	-61.33%
Marathon Oil (MRO)	March 2020	-61.06%
Royal Caribbean Cruises (RCL)	March 2020	-60.14%
Halliburton (HAL)	March 2020	-59.87%
Carnival (CCL)	March 2020	-59.74%
Energy Transfer (ET)	March 2020	-58.93%
Diamondback Energy (FANG)	March 2020	-58.25%
Devon Energy (DVN)	March 2020	-57.75%
Antero Resources (AR)	March 2020	-57.57%
AerCap (AER)	March 2020	-56.56%
Alcoa (AA)	March 2020	-56.06%
Petroleo Brasileiro Petrobras SA ADR (PBR)	March 2020	-54.92%
Fortress Transp & Infra Inv (FTAI)	March 2020	-53.76%
TechnipFMC (FTI)	March 2020	-52.89%
Petróleo Brasileiro SA - Petrobras (PBR.A)	March 2020	-52.88%
MGM Resorts International (MGM)	March 2020	-51.68%

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