Any advancements to a 9mm HP would also apply to a 40
9mm typically recoils less and holds a round or two more
40 hits harder and makes a bigger entry hole
I feel more comfortable with a 40 than a 9mm
Some places are typically safer than others, but criminals are mobile and may show up in a typically safe place without notice.
Strive to always carry the gun you would carry on the "bad" side of town.