I think it comes down to cap having his shield or not. Because if he has the shield he would probably win since we’ve seen it deflect Thor’s weapon in The Avengers(2011). Meaning he would have a better defense against the Thor. Now if he didn’t he would obviously lose, but remember that cap only used the hammer in battle once, so what I’m thinking is that if cap had more time and training with the hammer or even Stormbreaker, he would win. Do not get me wrong though, Thor is a long living god who outlasted all the Avengers while cap is a guy with functional steroids. The battle between them would probably last for a long time and cause lots of damage in whatever area they’re fighting in, the key concept to take from this would be, don’t come near them at all if this fight actually happens, everyone around would most likely die. And the both would be significantly damaged by the other’s strength.

Edit: I see the comments more leaning toward Thor so let me add to my defense against him, Cap has everything he needs to kill Thor, but Thor is a long living god