Yeah, if someone shot you with a .22 it would still leave a hole.
So would a .380 or 9mm
By all means tho, go test that theory.
oh, and BTW...
a .40 cal bullet is .4" in diameter, a 9mm is .355" so the "hole" size is irrelevant, dip shit.
...and as far as a carry weapon, the 9mm is superior to the .40
You can carry more rounds with a 9mm, less recoil (back on target faster) and more ammo choices as well as cheaper ammo. Just to name a few.