During ww2 they did a small study on bullets and penetration. What they did was they got a few German helmets, sat them on a table, and shot them. When they shot a helmet with a .45 it barely dented it but it sent it flying over 20 ft. When they shot a helmet with a 9mm it punched through both sides of the helmet without moving it.

Edit: It's worth taking note that if the helmets were not held in place by anything. If they were then the .45 would have done a whole lot more damage.