In either case, with a BS, what you get is not a specific job training but problem solving skills and the ability to think abstractly. The kind of jobs you can get with those involve number crunching and some programming. Thus, the most useful courses in that sense are statistics, computer science and applied math. The theoretical foundation and pure math courses are still useful, but to get the most out of just a BS in physics or math, you want to take a wide variety of applied courses. If you stick to pure math or theoretical physics, it will be harder to adapt and find an appropriate job.
In fact, even with PhDs, jobs in theoretical physics and pure math aren't easy to come by. I've known a number of them ending up doing teaching in non-research institutions (high schools and colleges), working in finance, being code-monkeys in some tech companies or doing statistics for government or banks.