Check the calibration, remember however that calibration is only calibrating the focusing of the camera itself. That means it will correct for AF alignment errors only - if the specific lens+camera body combo is delivering soft images when the ARE in focus, however then you've a few possibilities:
1) Double check the settings to ensure its not motion blur or image stabilization blur. A tripod, static subject and stable setup can help a lot to determine if its inherent softness or setting softness (it sounds simple, but its an important step to test properly to ensure that it is the gear and not the user causing the problem)
2) Check against other user results - is the lens just a bit softer than you expect (possibly when wide open at the long end for a zoom), but in line with other users experiences. Maybe you just need to tweak your sharpening setup to get the best results. etc... Again this is another important step in working out if its a problem or just how things are
3) Consider sending lens+camera body into the lens manufacturers warranty system to be calibrated (in this case that would be sigma). They'll calibrate the lens for the body(ies) you send. Note you can send the lens alone, but this is a lottery as the lens might be perfectly fine and its a case of specific calibrations of body+lens not lining up - without your specific body the techs have to guess - which can sometimes mean it turns into a cycle of going back and forth (sometimes getting worse even though its calibrated correctly).
4) Consider exchanging at the retailer for another copy - this is a bit like going back into the lottery system again as you hope to get a lens with a slightly different calibration that lines up more perfectly with your camera body.