Nikon 1 J5 has a 21.0MP 1' (13.2 x 8.8 mm ) sized BSI-CMOS sensor and features Expeed 5A processor. On the other hand, Nikon 1 S2 has a 14.2MP 1' (13.1 x 8.8 mm ) sized CMOS sensor and features Expeed 4A processor.
Nikon 1 J5's sensor provides 6.8MP more than Nikon 1 S2's sensor, which gives a significant advantage in real life. You can print your images larger or crop more freely.
On the other hand, please keep in mind that Max sensor resolution is not the only determinant of resolving power. Factors such as the optical elements, low pass filter, pixel size and sensor technology also affects the final resolution of the captured image.
Another difference between these two cameras is that Nikon 1 J5's sensor lacks anti-alias (Low-Pass) filter. Removing anti-alias filter increases the sharpness and level of detail but at the same time, it increases the chance of moiré occurring in certain scenes.
Below you can see the J5 and 1 S2 sensor size comparison.
Sensor Size and Resolution Comparison image of Nikon 1 J5 and Nikon 1 S2 Cameras
Nikon 1 J5 and Nikon 1 S2 have almost the same sensor size, so neither of them has any significant advantage over the other in terms of providing control over depth of field when used with the same focal length and aperture.