Breaking Bad had a story in mind from the get-go ("Mr. Chips to Scarface") and the show remained focused on that story right to the end. All the digressions and side-plots all served the main plot in their own way, and part of the brilliance was the manner in which those threads were woven together to create a well-defined and structured story.
The Sopranos is nothing like that. When the show first aired, critics tried to define the show by its story but those descriptions always seem incomplete. Some critics claimed the show was about a mobster finding redemption through psychotherapy, but after 6 seasons we know that's not true. To claim the show is about "mob life and family life" is closer to the mark, but the story isn't clearly defined because the show was never about a singe story. If there's a goal to this show, it's to demystify the mafia for American audiences and to subvert the "heroic epic" narrative style that unpins all pre-Goodfellas mob cinema. For every Odysseus (or Vito/Michael Corleone, or Tony Montana, or even Walter White) out there, there are the rest of us who aren't living the heroic epic, rise-and-fall life. As Paulie warns us early on, some guys don't really have character arcs. Goodfellas is arguably the first mob film to show the mundane, quotidian daily life of suburban mobsters, but I've always found it's greatest (only?) flaw is its odd POV style. Henry Hill's first-person post-hoc narration renders the film as a kind of apology that's too self-aware and gimmicky for my taste. In The Sopranos we don't have the luxury of Henry Hill's apologetics, and we lack access to Tony's mindset because Tony isn't self-aware in that way. Even after 6 seasons of therapy, he never quite gets there. And, just like real life, many of those story threads that seem so important today just fade away by tomorrow. So while Breaking Bad has more in common with Greek tragedy with its rise-and-fall arc and focused narrative, The Sopranos is a nihilistic, post-modern "big nothing."
TL;DR: Totally different shows.