Q ratio is pretty bad. 180% on a full charge SEEMS like a lot but you could probably get 3 autos off in the same amount of time and you'll probably get interrupted or lose your targets if you charge for that long. The ratio on his R is hilariously small compared to the massive base damage, so it's not really worth itemizing for that either.
Sion has good base damages, a massive %hp ratio on his shield explosion, and a buttload of cc, but he really needs to be in the middle of a teamfight to properly use any of these things.
Build him tanky, maybe a triforce or frozen gauntlet because he has one of the best base ADs.