So first sort by signum, but zero go first, then sort normally:

#!/usr/bin/perl
use warnings;
use strict;

use Test::More;
use Test::Deep;

my @in  = -2 .. 2;
my @exp = (0, 1, 2, -2, -1);

my @sorted = sort {
    ((-1, 0, 1)[$a <=> 0] <=> (-1, 0, 1)[$b <=> 0]) || ($a <=> $b)
} @in;

cmp_deeply([@sorted], [@exp]);

done_testing();
[download]

Update: It seems comparable to grepfirst, thus slower than sortfirst.

Update 2: This seems to be a bit faster than grepfirst, but still not as fast as sortfirst:

            ((($a <=> 0) & 3) <=> (($b <=> 0) & 3)) || ($a <=> $b)
[download]