Very few US military rounds will go through reinforced/filled concrete blocks or typical Adobe construction you see in the Middle East with the exception of .50 cal API, and even then, sometimes you aren't getting through.Ya' see now we're getting away from my opinion and you've introduced bullet types, etc. into the conversation. I assure you that I've seen enemy combatants shot through the walls of buildings (concrete block) and the wounds were through and through. The U.S. Military isn't going to use any round that would be stopped by a wall made of plasterboard. So we're talking about apples and oranges, ballistic data and projectiles, not FMJ's in rifle and pistol cartridges and certainly not lasers.
Its a huge issue and why its important to have 25 or 30MM on standby, or an AT4/Jav/CarlG for punching through.
There are some modern rounds that do better, but they are generally specialized and only SOCOM gets them due to cost and low production numbers.
Bullets from squad weapons generally are not good at turning cover into concealment.