Apex class:
public class SortableAccountTableController {
   // wrapper class 
    public class AccountWrapper{
        @AuraEnabled
        public String message;
        @AuraEnabled
        public List<Account> accountsList;
        @AuraEnabled
        public Boolean success;
    }
    
    //Return account records and message to be displayed in toast
    @AuraEnabled
    public static AccountWrapper getAccounts(){
        AccountWrapper accountWrapper = new AccountWrapper();
        try{
            accountWrapper.accountsList = [SELECT ID,Name,AccountSource,Rating,NumberOfEmployees
                                           FROM Account
                                           ORDER BY AnnualRevenue 
                                           DESC NULLS LAST 
                                           LIMIT 50];
            accountWrapper.message = 'Account records are retrieved ';
            accountWrapper.success = true;
        }
        catch(Exception e){
            accountWrapper.message = e.getMessage();
            accountWrapper.success = false;
        }
        return accountWrapper;
    }
}

component

<aura:component controller="SortableAccountTableController"
                description="Account table with column sorting example"
                implements="flexiPage:availableForAllPageTypes">
    
    <aura:handler name="init" value="{!this}" action="{!c.onInit}"/>
   <!--aura attributes--> 
    <aura:attribute name="accountColumns" type="List"/>
    <aura:attribute name="accountData" type="Object"/>
    <aura:attribute name="sortBy" type="String"/>
    <aura:attribute name="sortDirection" type="String"/>
    
    <!--Page header-->
    <div class="slds-page-header" role="banner">
        <span class="slds-text-heading_medium">Accounts List</span>
        <span class="slds-page-header__title">Top 50 Accounts</span>
    </div>
    
    <!--Lightning data table markup-->
    <lightning:datatable aura:id="accountTable"
                         keyField="Id"
                         hideCheckboxColumn="true"
                         columns="{!v.accountColumns}"
                         data="{!v.accountData}"
                         sortedBy="{!v.sortBy}"
                         sortedDirection="{!v.sortDirection}"
                         onsort="{!c.handleSort}"/>
    
</aura:component>

controller:

({
    onInit : function(component,event,helper){
        // Setting column information.To make a column sortable,set sortable as true on component load
        component.set("v.accountColumns",[
            {
                label : 'Name',
                fieldName : 'Name',
                type : 'text',
                sortable : true
            },
            {
                label : 'Account Source',
                fieldName : 'AccountSource',
                type : 'text',
                sortable : true
            },
            {
                label : 'Rating',
                fieldName : 'Rating',
                type : 'text',
                sortable : true
            },
            {
                label : 'Employees',
                fieldName : 'NumberOfEmployees',
                type : 'number',
                sortable : true
            }
        ]);
        // call helper function to fetch account data from apex
        helper.getAccountData(component);
    },
    
    //Method gets called by onsort action,
    handleSort : function(component,event,helper){
        //Returns the field which has to be sorted
        var sortBy = event.getParam("fieldName");
        //returns the direction of sorting like asc or desc
        var sortDirection = event.getParam("sortDirection");
        //Set the sortBy and SortDirection attributes
        component.set("v.sortBy",sortBy);
        component.set("v.sortDirection",sortDirection);
        // call sortData helper function
        helper.sortData(component,sortBy,sortDirection);
    }
})

Helper:

({
    getAccountData : function(component){
        //Load the Account data from apex
        var action = component.get("c.getAccounts");
        var toastReference = $A.get("e.force:showToast");
        action.setCallback(this,function(response){
            var state = response.getState();
            if(state == "SUCCESS"){
                var accountWrapper = response.getReturnValue();
                if(accountWrapper.success){
                    //Setting data to be displayed in table
                    component.set("v.accountData",accountWrapper.accountsList);
                    toastReference.setParams({
                        "type" : "Success",
                        "title" : "Success",
                        "message" : accountWrapper.message,
                        "mode" : "dismissible"
                    });
                } // handel server side erroes, display error msg from response 
                else{
                    toastReference.setParams({
                        "type" : "Error",
                        "title" : "Error",
                        "message" : accountWrapper.message,
                        "mode" : "sticky"
                    }); 
                }
            } // handel callback error 
            else{
                toastReference.setParams({
                    "type" : "Error",
                    "title" : "Error",
                    "message" : 'An error occurred during initialization '+state,
                    "mode" : "sticky"
                });
            }
            toastReference.fire();
        });
        $A.enqueueAction(action);
    },
    
    sortData : function(component,fieldName,sortDirection){
        var data = component.get("v.accountData");
        //function to return the value stored in the field
        var key = function(a) { return a[fieldName]; }
        var reverse = sortDirection == 'asc' ? 1: -1;
        
        // to handel number/currency type fields 
        if(fieldName == 'NumberOfEmployees'){ 
            data.sort(function(a,b){
                var a = key(a) ? key(a) : '';
                var b = key(b) ? key(b) : '';
                return reverse * ((a>b) - (b>a));
            }); 
        }
        else{// to handel text type fields 
            data.sort(function(a,b){ 
                var a = key(a) ? key(a).toLowerCase() : '';//To handle null values , uppercase records during sorting
                var b = key(b) ? key(b).toLowerCase() : '';
                return reverse * ((a>b) - (b>a));
            });    
        }
        //set sorted data to accountData attribute
        component.set("v.accountData",data);
    }
})

App

<aura:application extends="force:slds">
    <c:sortableAccountTable/>
</aura:application>