Bullets are made to expand and expend all their energy in the target.
If you want to shoot through a bucket of dirt or a critter, shoot a solid, non-expanding bullet. Of course, you may not get the critter. It will die eventually, but likely won't drop in it's tracks unless you hit heavy bone.
We used to show a video similar to this one in Bowhunter Education classes. The idea was to demonstrate that the bow really is a lethal weapon, not a toy. The comparison is quite dramatic, though the result certainly not unexpected.