
Well OP you got your answer.
100 of us want us to at least do something (personally I don't think it's a good idea to call the cops).
Talk to her about it, or tell your parents and let them deal with.
I wouldn't mind those saying "you'd ruin your relationship with your sister because she can't trust you", because I wouldn't trust someone who 1.)Probably stole wine from their parents 2.)Blackmailed you, which already shows she doesn't trust you.