Ghost Rider's supernatural powers and Penance Stare give him a slight edge over the God of Thunder.
Thor is one of Marvel's mightiest heroes, wielding Mjolnir and commanding lightning with the power of an Asgardian god. But Ghost Rider's supernatural nature makes this a difficult matchup for even the God of Thunder. Ghost Rider's hellfire burns the soul, and while Thor is divine, his soul is still vulnerable to the Spirit of Vengeance's judgment.
The Penance Stare against Thor is an interesting question. Thor has lived for millennia and fought in countless wars where innocents surely died. He has caused enormous destruction, even if most of it was in service of justice. The Stare could be devastating or limited depending on how Thor's divine nature interacts with infernal judgment.
Thor's lightning and Mjolnir can certainly damage Ghost Rider's physical form. But the Spirit of Vengeance reconstitutes, and Thor cannot destroy a supernatural entity through physical force alone. Ghost Rider's mystical chains have restrained beings of comparable strength to Thor.
Ghost Rider's hellfire burns the soul, bypassing Thor's incredible physical durability. The Penance Stare could exploit millennia of warfare, and the Spirit of Vengeance cannot be permanently destroyed by physical attacks or lightning.
Thor wields Mjolnir, commands divine lightning, and has the strength to shatter planets. His godly nature may grant resistance to infernal powers, and his millennia of combat experience include encounters with supernatural threats.
Ghost Rider edges this out through supernatural powers that bypass Thor's physical might. Thor can win individual exchanges, but he lacks the means to permanently defeat the Spirit of Vengeance while Ghost Rider's attacks target his soul.
Ghost Rider also fights
Thor (Norse) also fights