No they didn't, lol. UC3 had a $7.6 million marketing budget in the UK alone. UC1 & UC2 cost 20 million to develop but that doesn't include marketing. So UC1 = $35 million & UC2 = $45 million is more accurate. UC3 probably cost $20-25 million to develop and $35-40 million to market = UC3 cost $60 million. Heavy Rain cost about $52 million to develop and market by the way and made $130 million for Sony.
God of War III only cost $44 million to develop and market, I doubt God of War: Ascension cost more but it's probably in that ballpark, around $35-$45 million sounds right considering how ambitious the game is with the suprisingly deep multiplayer in addition to a standard 10 hour single-player adventure. It has almost definitely made that money back already, I estimate it sold over 1 million worldwide by week 4 and considering special & collector's editions it has made between $60-65 million. It should make over $200 million lifetime. Don't even want to guess at how much of that Sony gets.
Marketing costs for Heavy Rain were guessed and it didn't "made" Sony (at least) $130m, that was the amount of revenue the game caused on the whole. That includes Sony but they're not the only ones to get their share from the revenue pie. Furthermore development and marketing costs haven't been subtracted yet.
Your guesses for Uncharted seem about right. If you take $35m for GoW:A, then yes it has barely broke even at the moment. If the budget was $45m however then it's still months away from being profitable.