Those semiauto pocket guns like that are pretty nice, but they are almost 2x bigger and only have about 2/3 the energy/velocity of the .22 mag. Not nearly the power although the bullet is heavier in the bigger calibers. One of those hydrostatic shock versus penetration of bullet debates. Many companies such as Barnes are now recommending smaller weight bullets for magnums and using hydrostatic shock to to the main catalyst for damage.
If you are after a pocket gun, many German WWII era models are running around at a very cheap price. Ran across one for $100 at a pawn shot in .25 acp the other day. They are all about the same size as an LCP.