How about:
public IEnumerable<Group> GetStaticMeasures(int businessUnitID)
{
var groups = ctx.Groups
.Include("Datapoints")
.Where(w => w.BusinessUnitID.Equals(businessUnitID))
.OrderBy(o => o.SortOrder);
foreach(var g in groups)
{
g.Datapoints = g.Datapoints.OrderBy(d => d.SortOrder).ToList();
yield return g;
}
}