Not bad!

Most of my issues with this have to do with the gore.
The blood doesn't fit with Thor's character very well. And especially the fact that it sticks and stays for nearly the rest of the video. Punisher, oh yeah. Daredevil, sure. Deadpool, yep. But Thor, no.
He's just not that type of hero.

The storm sounds were static-y at the start, but the rest of the soundtrack was good.
(Except maybe the "squishes" when it would have been better to use "Thumps")
The animation was nice, but there were several times that it just didn't look realistic. The first "hit" is a good example of this. Thor swings fine, but right after he connects, his spinning slows down a lot, and then he take a while to get back up to speed on the returning spin.

The clown effectively ruined the tone, and also sounded mysteriously like Squid. (Or so I thought)
And it ended quite abruptly, that is to say, I was expecting a bit more story-wise. As it is, it's just a typical "Agent breaks into facility killing guards and finally encountering the big baddie" just with a slight twist.

Still, it could have been much worse, and I think you did a pretty good job with it.