Netflix (NFLX) had the lowest return in October 2011 by a US stock in the S&P 500 (GSPC), returning -28.7%.

ASSET	MONTH	% RETURN
Netflix (NFLX)	October 2011	-28.71%
First Solar (FSLR)	October 2011	-19.5%
DexCom (DXCM)	October 2011	-17.17%
Cooper Companies, Inc Common Stock (COO)	October 2011	-12.21%
Caesars Entertainment (CZR)	October 2011	-12.02%
Vertex Pharmaceuticals (VRTX)	October 2011	-10.59%
Regeneron Pharmaceuticals (REGN)	October 2011	-3.61%
Hershey (HSY)	October 2011	-3.05%
Keurig Dr Pepper (KDP)	October 2011	-2.75%
Kimberly-Clark (KMB)	October 2011	-1.94%
T-Mobile US (TMUS)	October 2011	-1.73%
Amazon (AMZN)	October 2011	-1.61%
Charter Communications (CHTR)	October 2011	-1.37%
ResMed (RMD)	October 2011	-0.95%
Incyte (INCY)	October 2011	-0.94%
Zimmer Biomet (ZBH)	October 2011	-0.72%
Baxter International (BAX)	October 2011	-0.49%
Thermo Fisher Scientific (TMO)	October 2011	0.16%
Eli Lilly and (LLY)	October 2011	0.38%
American Water Works (AWK)	October 2011	0.83%
United Airlines (UAL)	October 2011	0.84%
Church & Dwight (CHD)	October 2011	0.84%
Boston Scientific (BSX)	October 2011	0.86%
FirstEnergy (FE)	October 2011	0.88%
Walgreens Boots Alliance (WBA)	October 2011	0.91%