Sony doesn't have as many as Nintendo. They have nothing even remotely as iconic as Mario. To be even near that level you need people who never play games to know of them. My 80-year-old mom knows what Pokemon is or Sonic or Mario. She knows Link. She has never heard of Sly or Crash or Drake or Kratos. Certainly not Cole. Even PS fans never heard of Polygon man.
Sony doesn't make truly iconic characters. Sony is best at making games that go with what trends with a mass audience taste. The cinematic adventure games are aimed at a more casual audience of gamers/ (Note I don't mean Smartphone casual) Sony paints with a broad brush. These games however don't have the most memorable designs or characters any wider than what they are. That's fine they don't need to be as iconic as Nintendo. Mario is like Mickey and will always be remembered by millions. Aloy will not. Sony doesn't need her to be either. In 15 years Sony will have long moved on by then with new franchises that appeal more to audience trends then while Zelda will still be getting new games. That's what Sony does well and what they aim for. It's stilly to even try to compare them as one is not even aiming to be and they know it.