SD = Sectional Density. The weight of the bullet (in pounds) divided by the diameter (inches) squared. A bullet with high sectional density is long and heavy. Given bullets of the same construction, a bullet of higher sectional density will normally penetrate farther.
BC = Ballistic Coefficient. The SD divided by Form Factor. Form Factor is a mathematical expression of the streamlining of the bullet. A boattail spitzer has a higher BC than a roundnose of the same SD. A higher BC means more velocity retained downrange, a flatter trajectory and less wind deflection.
I pay the values no attention in a service pistol bullet like the 9mm you give as an example. I am more interested in its functional reliability and its accuracy at moderate ranges.
BC is of great value in selecting rifle bullets to be shot at long range.
SD is of less use than it once was. The many bullet designs available now mean a mid-weight, medium SD bullet of controlled expansion design can penetrate a critter as well as a heavy, high SD bullet in plain softpoint.