NOT good qualities in a defensive weapon!
Logically, the better comparison would be 9x19 versus .40 S&W. The 9x19 is consistently delivers the same performance (terminal effectiveness) both in the lab and in actual LE usage as the 357 SIG--and without the negatives associated with the 357 SIG plus an increased capacity. Your looking at about 16 inches of penetration and expansion to approximately .63 calibre with both the 9x19 and 357 SIG. The .40 S&W will deliver about the same penetration and approximately .05 inches more expansion (.68 calibre). As you increase bullet size and mass from 9x19/357 SIG, to .40 S&W more tissue is crushed, resulting in a larger permanent cavity. In addition, the larger bullets often offer better performance through intermediate barriers.