As far as exiting, the penatration figures don't mean exiting is automatic. I'm not saying the .40 is a bad load. Quite the contrary. But it isn't necessary as a well loaded nine will do the job just fine.
Three shots with a 9 -- two to the chest, and one to the head, will stop just about anyone.
As far as all the statistics I could find on "One Shot Stopping Power", the .40 S&W COR-BON 135-GR is rated the highest (96% to 98%)with a .357 Mag Fed 125-GR JHP leading the way in revolvers. I'm not knocking the 9mm but a smaller grain bullet is recommended in self defense. My information shows a COR-BON 115-GR JHP+P with the best "One Shot Stopping Power" (91%).
I think we both agree that stitching up the seams (mid-section, 2 in the chest, and one in the head) will take care of business with either gun.