One of my soapbox sermons is; Until you shoot a lot of different "stuff" with a shotgun using various loads & see for yourself, throw away your ideas on the matter. Most, like you are surprised & come away enlightened.

'Ya learn new things, but mostly it's just fun. Sheetrock, plywood, washing machines, dryers, what penetrates & what doesn't? And... what gets penetrated & what doesn't. I've learned, provided you could hide behind it, that a hot water heater can be some of the best cover in a house, even when empty.