Sophos vs Malwarebytes or BOTH?

Any AV software should be viewed as junk on a Mac. There is no need to slow down your system by having that run continuously. I would not allow any of them within 10 miles of any of my Macs; however, Malwarebytes can be used if you suspect a problem.

You should use neither.

Read Effective defenses against malware and other threats:

• Never install something without first knowing what it is, what it does, how it works, and how to get rid of it when you don't want it any more.

That whole lengthy document can all be summarized in these four words: think before you click.

Sophos is junk and should be installed on a Mac.

Malwarebytes is safe and useful.

It has been my experience that all it does on Macs is cause problems. I miss "not" in my first reply. Not enough coffee yet.

When I called to help with performance problems, when I find it installed I uninstall it and that usually solves the performance problem.

Sophos won't do anything for you, but will cause your Mac to crash and run crappy.

MalwareBytes should only be necessary once in your life. You should actually never need it at all, but some people get fooled into installing Adware. If you have succumbed to that, then it can be used to remove the Adware you installed.

If you install Adware a second time, I don't know what will help you.

See the article linked by John Galt to learn how to live without fear on the internet.