Norfindel-
Stage photography is really, really tough. It sounds like the Sony is built to work really well for it. But you're right about the Canon being better. Once you get it figured out, it will crush the Sony. The first thing you should do is shoot at a high ISO setting. Do you know what ISO you were using on the Sony? Whatever it was, set your Canon two stops faster on the ISO. That will effectively make up for the slower aperture on your Canon lens. And the Canon will have so much less noise that the image quality should still crush the Sony - even at a higher ISO.

If you do a lot of theater photography, you should consider buying another lens. I'd recommend either the Canon 70-200 f/2.8L IS, which costs a fortune, or the Canon 200mm f/2.8 prime. If this is a regular thing for you, and you want the best quality, then it will be worth the investment.