The rule is never. You're never allowed to steal a massive data dump of your employer's IP.

parent said 'make massive archives'... I'm just in charge of backups.

Use corporate devices to take corporate backups. Don't download them onto your personal device.

The rule is don't put company data on personal equipment unless you're authorized to do so. If the company data is an archive or backup, you probably want that authorization in writing.

In small companies, personal equipment might get used incidentally, but if you work for a company with a budget, their data shouldn't go on your machines.