PG&E (PCG) had the lowest return in June 2020 by a US stock in the S&P 500 (GSPC), returning -23%.

ASSET	MONTH	% RETURN
PG&E (PCG)	June 2020	-23%
Enphase Energy (ENPH)	June 2020	-18.24%
Ulta Beauty (ULTA)	June 2020	-17.47%
Teledyne Technologies (TDY)	June 2020	-16.44%
L3Harris Technologies (LHX)	June 2020	-13.99%
Uber Technologies (UBER)	June 2020	-12.79%
Huntington Ingalls Industries (HII)	June 2020	-12.63%
Cboe Global Markets (CBOE)	June 2020	-12.5%
Biogen (BIIB)	June 2020	-12.49%
Ross Stores (ROST)	June 2020	-12.2%
Valero Energy (VLO)	June 2020	-11.99%
Universal Health Services (UHS)	June 2020	-11.53%
Wynn Resorts (WYNN)	June 2020	-11.46%
Genesis Healthcare (GEN)	June 2020	-11.17%
Contura Energy (CTRA)	June 2020	-10.75%
Leidos (LDOS)	June 2020	-10.65%
Cooper Companies, Inc Common Stock (COO)	June 2020	-10.6%
CME (CME)	June 2020	-10.26%
Elevance Health (ELV)	June 2020	-10.03%
Molson Coors Brewing (TAP)	June 2020	-9.93%
Arista Networks (ANET)	June 2020	-9.85%
NRG Energy (NRG)	June 2020	-9.71%
Waters (WAT)	June 2020	-9.54%
Live Nation Entertainment (LYV)	June 2020	-9.33%
Southern (SO)	June 2020	-9.19%