I concur, I was going for the delivering side of the equation not the receiving.
You are correct, it’s always something to think about.

In picking one’s own ammo, one has to pick appropriately. Be it FMJ, JHP or who knows what.

When choosing your own cover, something that will stop and defeat the largest caliber the ‘enemy’ might have is probably the most appropriate. Here in the US, the .50BMG is likely the worst thing one might face, outside of ‘shaped’ or breaching charges. But if it gets that bad, I hardly think we will be wondering whether or not our condo walls will stop bullets.

The problem? Most of the things we consider cover are only concealment, brick walls that are only a facade, interior walls that are merely two sheets of drywall and hardly stop a spitwad. Such is the reality of US and most modern construction in first world countries.

Bullets, especially large heavy bullets are hard to stop, especially in modern construction materials.

I am reminded of a story that Elmer Keith related in one of his books.
Seems a bank robber decided to hole up in a second story hotel room up in Montana, and took a shot at the outside folk down below.
Well the townspeople took offense at this, got together and shot up the hotel room from the outside.
Several hundred rifle rounds later, they removed the sieve-like crook from the room.
This was back when construction was stronger and better.
Yet he was chewed up.

Then there’s Elfego Baca, survivor of probably more incoming rounds outside a war zone than anyone else.
There are many versions of the story, but here’s a snippet worth reading.

Nineteen-year-old Elfego Baca answered the call. After arresting one of the cowboys, a standoff ensued and Baca took shelter in a tiny mud shack, the jacal belonging to Geronimo Armijo. His fortress was made only of sticks and mud. Eighty cowhands from the surrounding ranches surrounded the shack and engaged in a gunfight, during which the men fired more than 4,000 rounds into the jacal. Baca and a status of Saint Anne survived the onslaught and emerged after thirty-six hours unharmed.
The Frisco Shootout was the largest and longest gunfight in history. One lone man with two 6-guns against about 80 well-heeled cowboys. After the gunfight, the atrocities against the local citizens of the Frisco valley stopped.
Elfego was tried and acquitted of killing one of the cowboys after the door to the jacal, with over 360 bullets, was presented as evidence.

The jacal had a floor 1.5 feet lower than the outside ground level, everything went over Baca.
A broomstick in the corner had 8 holes in it alone.

Location might just be as important as anything. Don’t be where the bullets are going.