Side note: The American Physical Society(APS) publishes undergrad physics employment data[0] that my peers and I used to look at to feel good about our non-grad school prospects after BS. After my degree I realized it is biased at best, misleading at worst.
Currently I am doing an interdisciplinary (read flexible) masters program in computational science. It allows me to take both CS and physics grad classes and do research in physics labs too. Now I plan on pursuing research in machine learning applied to super big data hairy physics problems. I am gonna apply to PhD programs again (fields are fuzzy: physics, CS, ML, data science).
Would I do it again? Hell yeah. Started out as physics and then CS seemed interesting. Both gave me valuable skills: Good understanding of data structures, HPC, prototyping is helpful with physics problems, and I am not afraid of math in grad ML classes because of physics.
Would I recommend it to others? Not really unless you are extremely passionate about both (took me about 2 years to feel that) or are a genius and confident in your abilities (I am not). I am still anxious about the future, and where will I fit. If you have a passing interest in physics, do CS with a physics minor to satisfy that itch or pursue an interdisciplinary program[1] so you are not stranded employment wise. Set on being a physicist? Take some CS classes (data structures, simulation, numerical analysis, HPC, algorithms etc.)
People of HN, if you have a similar background/work in a similar field, I would love to pick your brain about your path and research/career options.
[0] https://www.aps.org/careers/statistics/index.cfm [1] https://www.siam.org/Students-Education/Resources/For-Underg...