I am not a financial professional. I do live in the U.S., and so I get exposure to these terms informally all my life. Even so, there are a lot of things we live with every day and do not really question the exact nature of. A financial professional might be able to give you a most precise definition.
Return: this is always in relation to an investment. It is what you get back for having put your value into something. Typically, if all you get back is what you put there in the first place, this would represent a Zero return.
Most investments are intended to return more than you put in; though sometimes the way value is computed is subject to opinion and so not all investments of high return are as good as they look and not all investments of low return are as bad as they look.
In order to compare "apples to apples", be sure that the value of what you are being returned is evaluated the same way as what you are investing. Money, as in DOLLARS, is a good way to do this. If you invest 100 dollars and the return is "a feeling of satisfaction", be aware that you can't REALLY call that an "investment".
Retail: the sale of a good or service to the END-USER. This term is much abused, I think, because "end-users" are kind of a slippery term, and so is "Retail".
But these terms came about from a multi-tier form of distribution that began with the Trading Companies of Europe back in the 1500's. Raw materials would be purchased or bartered for, and they would be refined or turned into finished goods or intermediate products by manufacturers. Other manufacturers would take intermediate goods and process them or otherwise "add value".
Distribution, however, was something manufacturers rarely wanted to do or could afford to do on their own, so a Distributor would buy the goods from manufacturers, or from those who had sheperded products up to that point, Wholesalers.
A Distributor would purchase from a manufacturer or a wholesaler at a LOW price, and there was kind of an etiquette of business here, which was that:
A: the manufacturer would ONLY deal with a Distributor, and refer any customers who contacted them to the Distributor.
B: the only obligation of the manufacturer to his product was to hold safe (by repair, replacement etc) the Distributor from manufacturing or processing defects.
C: the Distributor bore all responsibility for shipping, stocking, damage along the way, theft, spoilage, and so on-- and if the customer was not satisfied by the product, the Distributor would make him happy somehow.
D: To bear these responsibilities, the Distributor had the absolute right to price the merchandise at whatever the customer would be willing and able to pay.
(NOTE: all this has been kind of codified into tax law, such that many countries have taxes on intermediate tiers, called "value-added" taxes. In the U.S., if you are purchasing an item that is used directly in the manufacture of the item you sell, you can "write-off" that purchase, in effect exempting that purchase from exposure to taxation.)
SO: you had a multi-tiered system where things were priced at ONE level to DISTRIBUTORS and at a HIGHER level to the ultimate buyers. Those ultimate buyers were purchasing a RETAIL item. They purchased it at a RETAIL store. They could only buy WHOLESALE if they got a business license in their state and were qualified/approved by a manufacturer or Wholesaler/Importer to buy-- and in olden times, that meant you needed to prove to them that you had been in that business a few years as a Retailer. As with so many chicken/egg scenarios, this meant the new Retailer-candidate had to struggle a while paying more through extra tiers of semi-wholesalers.
"RETAIL" now tends only to mean a price as high as can be gotten before the manufacturer says to the customer: "Heheh, I will sell DIRECT to you for THAT". In such a way, HP calcs have a LIST, or RETAIL price. On the "street", you can do better, say at Office Max, which IS, by definition, a Retailer, since they sell to the end-user from a brick-and-mortar store. Office Max, however, may state the LIST or Retail Price, and say that they are "40% off Retail". So you see, these terms are sort of loose and soft now.
Having worked many years in Retail establishments, I can tell you that the Gross Profit (similar to a Return of an investment), computed upon what we pay for furniture, as opposed to what we sell it for, is a rate of about 40 percent. The GP of a Pizza is about 33%. Trophies and plaques can range from 25% to over 300 percent above what we pay for the parts and pieces. Batteries tend to retail at twice what we buy them for at wholesale.
I used to wonder if this was good or bad or exploitive in some way. But I began to realize over time, that that Gross Profit is not all it is cracked up to be. In a Retail establishment, there are many expenses and responsibilities that erode the RETURN on the owner's INVESTMENT. In addition to rent, utilities, fixtures, banking fees, equipment and upkeep, licenses, advertising, employee wages and wage-taxes, health and unemployment insurances, you also eat the costs of theft and damage of product, eat what goes bad or is too old to sell, reduce to cost things that are wasting your space, and then at the end of the year the state makes you inventory and takes a percentage of the value of that EVEN THOUGH YOU HAVEN'T SOLD IT YET.
And finally the Federal and most State governments tax your net profits, so the old story that all the above sort of expense doesn't count, because you can "write it off" at the end of the year-- that's just reducing what will be taken from you out of your profit-- it never increases what you make, just reduces what the government takes from YOU. All retail organizations are under scrutiny, and not allowed to claim losses in operations year after year.
Overall, while, from a consumer standpoint, profits on the retail side seem kind of galling, once you understand what makes those profits go away and WHY, a Retail store does not harm or exploit anyone. If you don't like their prices, there are plenty of places looking for your business-- but prices don't tend to vary so much from one business to another precisely because they all have the same battle: give your customer what they want, and make SOME money doing it.
The beauty of Free-Enterprise, really. As the Internet redefines who can buy and sell what to whom, retailers are going to be there only because they can give you what you want NOW, rather than overnight or longer. And to do this, they'll have extended catalogs of inventories to assure that WHATEVER you are looking for, they'll have it. That, alone, is worth Something extra.
I really hope that I have explained all that correctly, and that it is understandable to people in all different countries. Business is an important thing in the U.S.A., so much so that it sort of defines our political and social systems as well as just our economic one. I know that's why some people look at us as crazy... ;-)