On a fundamental level, it's a matter of severity. Sociopathy is much, MUCH less severe than psychopathy, more characterized by a lack of cognitive empathy (EG, a sociopath doesn't think of consequences to anyone but them). Psychopathy goes much further, often characterized by an active desire to hurt others in some way (physical, emotional, mental, whatever). Whereas a sociopath might simply do something because they don't care about the consequences (con someone out of their money simply because they don't realize that it'll ruin the other person's life), a psychopath will take similar actions because they know it'll hurt the person, and relish in that.