I suspect that you can't sort on the calculation field for the same reasons that you can't sort on a summary field using the option to list the field in a sort order (only the re-order method can be used). And since this is a calculation field, I don't think that you can use the re-order option either.
Even if that were possible, it would be very slow.
You may need to use a table where you have one record for each unique combination of Company and product, then use a relationship to match to and compute the values that you want here.
The fact that the data comes from an external source probably does not have much, if any effect on what you are observing.