mergesort is not stable when sorting by a categorical column
```python
import pandas as pd
import numpy as np

n = 5  # not a problem for n < 5

df = pd.DataFrame({
    'x': pd.Categorical(np.repeat([1, 2, 3, 4], n), ordered=True)
})

df.sort_values('x', kind='mergesort')
```

output:
```
        x
0	1
1	1
2	1
3	1
4	1
8	2
7	2
9	2
5	2
6	2
10	3
11	3
12	3
13	3
14	3
18	4
15	4
16	4
17	4
19	4
```

#### Problem description

When sorting (using mergesort) a dataframe by an ordered categorical column, the sorting should be stable. In the example above `x==2` and `x==4` the values have been scrambled.

#### Expected Output
The index should remain in order since the column is already sorted.

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.11.1-gentoo
machine: x86_64
processor: Intel(R)
byteorder: little
LC_ALL: en_US.utf8
LANG: en_US.utf8
LOCALE: en_US.UTF-8

pandas: 0.20.2
pytest: 3.1.2
pip: 9.0.1
setuptools: 36.0.1
Cython: 0.25.2
numpy: 1.13.0
scipy: 0.19.1
xarray: None
IPython: 6.1.0
sphinx: 1.6.2
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2017.2
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 2.0.2
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: 0.999999999
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
pandas_gbq: None
pandas_datareader: None

</details>
