What's the point of putting your bullet right through something?
It's wasted energy that isn't put to use stopping the animal, instead it's used to carry your bullet down range further than you need it to go. Personally I think people need to forget penetration as a measure of how effective their chosen calibre/weapon is and focus instead on used energy, or energy transfer, other wise you may as well be firing solid steel bullets, they'll go straight through and zip away down range leaving a nice little hole right through an animal but they don't impart half as much shock or do as much damage as a nicely mushroomed bullet that's sitting under the skin or in the internals of an animal.
If you want penetration buy or make armour piercing rounds, if you want shock and knock down then buy something that's going to make a decent wound channel that is cone shaped, i.e. thin at entry and getting bigger as it goes deeper.