Nikon D5200 has a 24.0MP APS-C (23.5 x 15.6 mm ) sized CMOS sensor and features Expeed 3 processor. On the other hand, Olympus E-620 has a 12.0MP Four Thirds (17.3 x 13 mm ) sized CMOS sensor and features TruePic III+ processor.
Nikon D5200's sensor provides 12MP more than Olympus E-620'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.
Below you can see the D5200 and E-620 sensor size comparison.
As seen above, Nikon D5200 has a 1.6x Larger sensor area than Olympus E-620. Larger sensors give photographer more control on the depth of field and blurry background compared to smaller sensor when shot in same focal length and aperture.
DxOMark Sensor Scores
Both Nikon D5200 and Olympus E-620 sensors have been tested by DxoMark. DxoMark scores camera sensors for color depth (DXO Portrait), dynamic range (DXO Landscape) and low-light sensitivity (DXO Sports), and also gives them an overall score. Of the two cameras that we are comparing, D5200 has scored 84, 29 points higher than E-620.