One of the few things in Westeros which has a size advantage over the Giants; a zealous or ill-treated mammoth which decided to turn on its master would surely be too much for them to handle. From what we saw of them in The Watchers on The Wall, mammoths are generally placid creatures which are not only ridden into battle by Giants but are also used by them to aid in siege situations. However, if a mammoth were to go berserk, the elephantine creature would overwhelm a Giant. Aside from having a size and considerable weight advantage over their masters, the mammoths shown in Game of Thrones have a gigantic set of tusks which they could use to impale their enslavers. Of course presenting such a large target means that a Giant would have a good chance of inflicting a fatal wound if its steed were to rebel. A battle between a mammoth and a Giant would resemble a gun fight in the wild West where the first party to inflict a wound would likely be victorious both beasts have so much power that it would be hard to see either one of them surviving through many successive hits.