Membership of the EU means that the member state accepts that EU law has supremacy over their own national laws. So in that sense no, sovereignty has been lost.
However, the EU don’t have supremacy over every aspect of government rule. So in that sense sovereignty is split between the supranational EU government and the national member state governments.
However, lol, membership in the European Union is a choice, a choice which a member state has total sovereignty over (interestingly not the case with the federation of states which make up the USA). So in that sense I suppose member