Boardwalk Empire was an A+, Sopranos was a C-, the equivalent of Happy Days. If you were there when it came out, you watched and enjoyed it, until Fonzie actually jumped the Shark. Sopranos was not immersive, and the characters were very similar. I watched front to back in the course of about 3 weeks. It is not “all that”, unless you mean something besides good.
I think of The Sopranos more as a dark comedy.