Only engame pve that uses dual wield is Magicka templar. In ESO you have to either choose magicka or stam, you could go with Hybrid build (for which you would need this set:
http://elderscrollsonline.wiki.fextralife.com/Pelinal%27s+Aptitude+Setbut with current game its a very niche build (It still can be good for pvp if you master it) but pve you just won't reach the numbers of pure Magicka/Stam chars. Stam sorc is definitely one of the easiest chars to play, you don't really have to dodge that much (Compared to stamina nightblade for example) as hurricane gives you 5.6k resistances, also you would have evade/shuffle on for a chance to dodge any attack (15% on current patch) and of course crit surge that heals you like crazy from any crit damage you do. Also Vigor (pvp skill heal).
Top DPS:
Mag SORCS > MAG DK (Given that rotations are perfect, and you have all the bis gear)
Avg DPS:
Mag SORCS = Mag DK (Will both hit 30k with semi decent rotation, and close to bis gear)
New to game DPS:
Mag DK > Sorcs *imo
The thing you have to remember is that with DK you provide a lot of utility for your group (especially in trials), as one of your spammable dots increases fire damage done by whole group by 10%. So Unless you are in top 5% , dps of mag sorc and mag dk will be rougly the same.