Olympus E-M1 III has a 20.0MP Four Thirds (17.4 x 13 mm ) sized CMOS sensor and features TruePic IX processor. On the other hand, Sony A9 has a 24.0MP Full frame (35.6 x 23.8 mm ) sized BSI-CMOS sensor and features BIONZ X processor.
Another difference between these two cameras is that Olympus E-M1 III'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 moire occurring in certain scenes.
Below you can see the E-M1 III and A9 sensor size comparison.
As seen above, Sony A9 has a 3.7x Larger sensor area than Olympus E-M1 III. 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.