Enphase Energy (ENPH) had the lowest return in May 2017 by a US stock in the S&P 500 (GSPC), returning -36.1%.

ASSET	MONTH	% RETURN
Enphase Energy (ENPH)	May 2017	-36.13%
Akamai Technologies (AKAM)	May 2017	-22.94%
Targa Resources (TRGP)	May 2017	-16.87%
Advanced Micro Devices (AMD)	May 2017	-16.68%
Ralph Lauren Corp Class A (RL)	May 2017	-16.2%
Mosaic (MOS)	May 2017	-16.01%
Builders FirstSource (BLDR)	May 2017	-14.68%
DexCom (DXCM)	May 2017	-14.2%
Devon Energy (DVN)	May 2017	-13.91%
Quanta Services (PWR)	May 2017	-13.9%
AutoZone (AZO)	May 2017	-12.99%
Tractor Supply (TSCO)	May 2017	-10.83%
Tyson Foods (TSN)	May 2017	-10.77%
WW Grainger (GWW)	May 2017	-10.18%
Freeport-McMoran Copper & Gold (FCX)	May 2017	-10.09%
Kinder Morgan (KMI)	May 2017	-8.98%
Biogen (BIIB)	May 2017	-8.69%
Archer-Daniels-Midland (ADM)	May 2017	-8.68%
Paramount Global Class B (PARA)	May 2017	-8.64%
Warner Bros Discovery (WBD)	May 2017	-8.43%
Citizens Financial (CFG)	May 2017	-7.81%
CH Robinson Worldwide (CHRW)	May 2017	-7.79%
Texas Pacific Land Trust (TPL)	May 2017	-7.66%
Cisco Systems (CSCO)	May 2017	-7.56%
Norwegian Cruise Line (NCLH)	May 2017	-7.46%