Tony Soprano was a clear-cut sociopath from the very beginning, he wasn't a dynamic character. He didn't really change during the course of the show, we always knew who he was. 
Walter White has never been a clear-cut sociopath, even in the season 5. As someone said (probably even here), at first he was a good guy who…

I couldn't disagree more. 
Tony never even was on the hook, he never suffered consequences of his actions. The only ones getting punished by his behaviour were people around him, never him. He got away with literally EVERYTHING he did. Yeah, that's a solid moral lesson."This was a much better end than he deserved." -…

Yeah, as a hero, but only in his own eyes.