In software and Internet service front SONY is behind , but they will eventually catching up. The problem is they are recovering from the money crisis they had from the PS3 era. Also they are now transitioning their business model to a service. I believe by how they choose the new PlayStation CEO , they will invest big in cloud and gaming as a service. At the moment they just building PS brand as big as they can until the infrastructure (Cloud system, and Internet Speed ) ready and fast enough and they will go purely on service.
There's no "catching up" and there's really no need to. Microsoft has a constant stream of revenue from their business software / cloud services and nearly no competition. This has absolutely nothing to do with the Xbox division which is the one in direct competition with SIE.
Until someone else comes up as a competitor to Windows and MS Office, they are just in a different league.
Sony Corp mkt cap - $60B
Microsoft mkt cap - $750B