As far as I know, like all the other tech weapons, it shoot through walls only if you charge the gun at max (which can be decreased by perks, mods or the weapon ability itself).
The damages can vary in function of the distance (handguns have a distance malus which can also be cancelled with a perk), the body part that you hit and a random calculation between max damage and min damage (hence the min and max for damage stats). So if you take on account all the bonus/malus (headshot, distance, body part, perks and "random" of damages...) it could vary a bunch.
For example :
Short distance, headshot, perks and luck (critic + the high damage possible) > 64K
Mid distance, body shot, perks and no luck (base damage + the min damage possible) > 5K
(maybe not so clear, but it's all matter of variable base damage and added bonus/malus, so the result can be very different in function of the situation)
The only exception about piercing walls is
Comrade's Hammer which don't require any charge