The 357 Sig has superior ballistics and terminal effect of the 9mm, 40 S&W or 45 ACP as evidenced by those LE agencies that use the round.
The data on that link for the 357 Sig is for the watered down version. Underwood is achieving over 1500 FPS in real world testing in 4" barrels with a bonded 125 grain bullet.
The 357 Sig is a good round, I have a G32 bbl for my G23 but I still think the .40 offers more overall. Underwood 135gr .40 is also achieving over 1500 fps from a 4" bbl. Unless you're planning on shooting through a car door, I don't see the Sig offering more or being superior. The .40 has a broader range of bullet weights and can also be loaded to non-watered down levels.