Generally speaking, sock yarn is any yarn that you use to knit socks. Sock yarn can be lace-weight or worsted and made of just about any fiber under the sun. And sock weight yarn is one kind of yarn which is super fine and suitable for knitting sock. Compared with chunky yarn which is suitable for hand knitting, sock weight yarn is also common seen in kinds of design espacially for knitting socks. So to some degree, sock weight yarn can also be treated as sock yarn.
Most sock yarn, however, is yarn developed specifically for that purpose. It is usually light weight (though it can be heavier) just like the sock weight yarn and knit on very small needles.
Sock yarn is often a blend of fibers that makes the finished fabric more durable, for example, wool, cotton, bamboo, etc. blend with some man made fibers like nylon, acrylic, polyester and so on.
While regular wool yarn can be used for sock, many people prefer superwash wool for socks because it can be washed in a washing machine and it is more durable. Other good choices for socks include wool blends and just about any kind of yarn with a bit of nylon added for durability. Some high end sock manufactuers also promote cashmere sock that made up of pure or blended cashmere yarns.