Ok did a Google found this:

he bullet does indeed have a good deal of kinetic energy, and the faster it's moving the more it has, of course. In the USA bullet energy levels are rated in "foot-pounds", a relatively obscure unit implying the amount of energy needed to move one pound of weight one foot.

European countries use the much more sensible metric system, and in this system the energy unit is the "joule". While both these units refer to energy of movement, the joule has the advantage that it can easily be converted to units used to measure heat. One calorie is equivalent to 4.1 joules, the calorie being a unit of heat. Specifically, one calorie is the amount of heat needed to raise one gram of water one degree Celsius. (The comparable unit in the US system is the BTU, but converting foot-pounds to BTU's is not so straightforward as converting joules to calories.)

A bullet fired from a reasonably powerful handgun, say a hot 9mm Parabellum load, has an energy level of perhaps 500 joules at the muzzle.

So why do I care about converting muzzle energy figures into heat? Because if a bullet is stopped in its target, that's exactly what happens: its residual kinetic energy is, in fact released (or, as the wiseacres have it, "dumped") into the animal's body; but it's released as heat, in accordance with the laws of thermodynamics. (This is the reason why your car's brakes heat up when you stop: that energy can't be destroyed, it can only be converted to another form, and the "defaut" is to convert it to heat.)

The amount of heat liberated by stopping a bullet is surprisingly small: 500 joules works out to be about 106 calories. That would be enough to raise 106 grams (about 0.25 pounds) of water one degree Celsius (about 1.8 degrees Fahrenheit). That's not all that much, especially when compared to the size of animal it has to be "dumped" into.

A man is a pretty large animal (about the size of a deer) and 500 joules (or 106 calories) of energy diffused through the body of a 150-pound (68,100 gram) human would not suffice to raise his body temperature even one-one-hundreth of a degree Fahrenheit. And that is a maximum amount, which assumes the bullet is stopped and that the shot was fired at point-blank range. To have a noticeable effect on tissue temperature you would have to "dump" a great deal more energy than 500 or so joules: the amount of heat liberated even by the biggest and baddest bullet available is very far below the capacity of the body's water to absorb it. It should be obvious, then, that the theory of "energy dumping" is based on an exaggerated idea of how much energy a bullet actually has, and is meaningless as a part of the killing mechanism.