Germany: Every person is liable for what they are doing, but the company is also liable for the actions of an employee while doing their duties for the company. With a very generous interpretation of "doing their duties", so even if doing their duties very badly, or even against orders. Both the security guard and the employee would be judged as doing their duties for the company, so the company would be liable for damages.
If you went to court for damages, you would be free to sue the employees or the companies, they both would have to pay up to the complete damage. Say your €10,000 car is completely destroyed, you'd probably sue the company if you think they are more likely to be able to pay.
On the other hand, if the employee cost the company €10,000 this way, by damaging your property intentionally, they will likely have a good enough reason to fire him, and can sue him for the damage he did to the company.
PS. Looks quite similar to Rick's answer which I guess is UK based.
PS. In the USA, a company has been ordered to pay several hundred million dollars quite recently, because an employee with a criminal record took a company car, uniform, tools etc. on his day off, visited an elderly woman at her home who had called in to get some repairs done, stole from her home (that's why he went there, he wasn't going to be paid for work because it was his day off), got caught, and killed her.
But that may have a different basis, that the company enabled him to commit a crime that ended with a woman being murdered, not that he was acting on behalf of the company at the time.