John Mueller from Google answered a question about this on Twitter, and whether it would be considered bad for SEO or not.
URLs are case-sensitive, but pick whatever case you want.
— John ☆.o(≧▽≦)o.☆ (@JohnMu) June 22, 2017
So Google doesn’t consider letter case in itself as an SEO issue, but you should keep it consistent across individual URLs, because Google considers URLs to be case-sensitive. This means, if you have the same page accessible and indexable (without canonicals) as example.com/PAGE.html and example.com/page.html, Google could crawl both those URLs and the one you want to be ranked may not be the one Google chooses. You could also end up splitting ranking signals between the two pages.
That being said, many feel that URLs that utilize upper case letters or all CAPS, with the exception of the domain name itself for style reasons, can look messy. And if it is a URL someone might type into a browser, most would default to entirely lower case, rather than using capital letters, something that might be important for those who do offline marketing too.
Jennifer Slegg is a longtime speaker and expert in search engine marketing, working in the industry for almost 20 years. When she isn’t sitting at her desk writing and working, she can be found grabbing a latte at her local Starbucks or planning her next trip to Disneyland.She regularly speaks at Pubcon, SMX, State of Search, Brighton SEO and more, and has been presenting at conferences for over a decade.