Options give the highest ROI. Next are futures. Stocks give the least ROI.
For a new trader:
Stocks trading with lowest number of shares of will give the least loss and your capital can survive long enough to learn trading profitably.
Futures and options trading will give large losses in smallest amount of time and all capital will be gone before you even begin to learn trading.
First make profits in demo/paper trading and after that go for real trading.
Your focus on ROI, ignoring risk (which is a very important part of trading well) rings danger bells for your trading account.
If you think risk doesn't matter , trading is not for you.
It is not the system which gets you more profit,it is your discipline.
Successful traders can use the worst of strategies and still make good money.
Gambling traders can take the best of strategies and still loose a lot of money.
Bro, Future and Option is really rewarding. Only thing that you should have very disciplined trading system/habit. Risk is always there which can throw you out of the market. So trade after proper basic and advanced study, paper trading for atleast 1 months in live market.