From my experiences .22lr will just dent the shit out of a hard drive. I've had 9mm, 40, and 45 pass through without any problems. That is of course if you don't hit the spindle. My friend has a hard drive with a 45 round embedded dead center in the top of the spindle.
Oh, I've also had a .308 penetrate 4/5 hard drives we lined up. Always fun to take some old hard drives to the range.