Why is random.shuffle so much slower than using sorted function?

When using pythons random.shuffle function, I noticed it went significantly faster to use sorted(l, key=lambda _: random.random()) than random.shuffle(l). As far as I understand, both ways produce completely random lists, so why does shuffle take so much longer?

Below are the times using timeit module.

from timeit import timeit
setup = 'import random\nl = list(range(1000))'

# 5.542 seconds
print(timeit('random.shuffle(l)', setup=setup, number=10000))

# 1.878 seconds
print(timeit('sorted(l, key=lambda _: random.random())', setup=setup, number=10000))