The .380 is limited to a 90 grain bullet, in most premium ammo, and may or may not reach the 12" of penetration which the FBI set as a minimum requirement (in their specific formula ballistic gel) for a self defense gun. You can increase that by using FMJ ammo, but you give up all the expansion properties.
A 9x19 (Luger) can be loaded with 147 grain ammo, and it will penetrate beyond the 12" mark easily, practically the same as a .40 S&W and .45 ACP, and it gives up none of its expansion properties.
It would be logical to believe that 11 -12" of penetration would be sufficient, except that it gives little margin for error, such as the possibilty that it may have to pass through an arm first, or a heavy coat, or that your attacker may be unusually large or densely muscled. With the extra 2-4 inches of penetration that you can expect from a 9x19, that is considerably less of a factor.
I avoid having to carry a .380, when possible, but when I do, I load it with FMJ's, which yield 16-20" of penetration, and hope that I'm able to hit a precise spot, if attacked.