Fired at the muzzle, a representative 6.5 Creedmoor load (9.1 g, BTHP, 800 m/s) reaches roughly 439 mm (17.3 inches) into drywall (gypsum). That is enough to defeat a typical barrier of this material — treat anything behind it as exposed.
About Drywall (Gypsum)
One sheet of interior drywall is ~13 mm; a wall is two sheets and a gap.