It can vary substantially. My .30 cal FX Crown running JSB pellets will penetrate 16 inches of ballistics gel and keep on going. (80 foot pounds) However a .308 AAA Slayer shooting 90 grain NSA slugs at about 200 foot pounds will manage about 10 inches of penetration in the same gel block. My .22 Crown manages also about 10" of penetration running JSB 18.13s. And my .177 Baikal 46m manages 3" of penetration using CPHP pellets (no expansion observed). None of that accounts for performance through other things such as bone, which is one of the primary factors in headshots. Penetration can vary wildly depending on rifle, target, projectile, and velocity. Broadly speaking projectiles which expand will penetrate less, but that primarily applies to soft tissue. Just how much penetration you want/need and how given projectiles will perform typically has to be done on a case by case basis unfortunately as relatively small changes in velocity-at-impact can have surprisingly large effects on penetration.
I hope that is helpful, if not necessarily the complete answer to your question.