Yes, 9mm is enough. Ammo technology has gotten a lot better. Also, you do some research and you will learn that bullets of any caliber are poor man stoppers. Shot placement is key. If you can be more accurate and/or shoot more rounds accurately with the 9mm, that is the way to go.
The ammo is also cheaper, which allows more practice.
Finally, the P99/PPQ platform in 40 is pretty snappy. I think you will like it in 9mm much more