The Outdoor Channel performed some tests of common home defense rounds and what they do when interacting with drywall.
The video seems a bit skewed in terms of what they recommend and what the results of the test were. For example, the use of an AR. In the video, you can see the round penetrated 3 walls. And yet the guys in the video say you would be fine in the second room. It is all conjecture and the evidence is not shown in the video.
Another issue I have is their close range bird shot test on the dummy is not scientific. Sure at point blank range, bird shot can do some damage. They should show that in a proper test with ballistics gel. More than just a hole in the wall and a dummy wearing clothes.