Bounce tracks to audio
Highlight all tracks and export as individual waves
Close Cubase, Open Sonar
Import Audio option, navigate to folder that you just exported the individual waves, highlight all the files you want to import and click "ok". With one click they all import as individual tracks.
If your working with midi, you can still import or drag in a midi track, but you will have to manually assign it to a soft synth. If you made a custom Superior Drummer kit in Cubase, save that kit as a preset in Superior Drummer and load the preset in Sonar.
I swap projects between PT and Sonar all the time with this method. Nothing scary or risky about it.