That's not capital, that's just things. Capital is material wealth that gives you bargaining power on a larger scale. You don't have that bargaining power just because you "own" a car or a house. In most cases, the bank essentially owns those things, and lease them to you for the interest rate it charges.

The worker has zero risk. If times get bad, they can go get another job.

If you think that's true, you haven't been paying attention to the job market at all.

The company I work at could go bankrupt tomorrow and I would be fine.

And ninety-nine times out of a hundred, the shareholders and owners will be fine as well. They'll have insurance, or backup plans. Or they'll foist all the debt onto the workers. The only time they'd truly feel it, is if they'd make monumentally stupid financial decisions.