Am I making a terrible mistake: Sony V Canon

You may want to look at your technique somewhere perhaps (or the lens, but that should not impact dynamic range much), when I check DXO to compare the camera's the a450 is marginally better (11.8 versus 11.5 dynamic range) in some areas and looking at the graphs its mainly in lower iso's, but all soo close together as to not matter much. Both of them underexpose a bit at iso 200 with the Canon accurate at iso 100 (not available on the Sony)
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