WRONG! The .45 has way more knockdown power than 9mm.
In the past, there was a more marked difference between 9mm, .40s&w, and .45auto. But not so much anymore. Not with the modern loads that are available these days. No handgun is going to knock anyone down. Regardless of caliber.
Between these three common calibers, I would not choose a gun based on "the power of the cartridge". Other criteria is much more important IMHO.
In years past, yes, caliber was of much more concern to me. Both because of my perception of the power of the cartridge, and because of my perception of the recoil. Not anymore. After decades and decades of shooting and developing proper technique, there really isn't much difference in perceived recoil between 9mm and .45auto. The characteristics of the recoil do differ (slow heavy push vs. slightly snappier but less push), but overall they are equivalent to me now.
I used to really like .40s&w, but that has fallen out of favor for me. It doesn't really gain you anything in terminal performance these days, but it does add more muzzle flip due to it's sharper recoil impulse. I still see some niches to differentiate 9mm vs. .45auto (very minor), but I feel that .40s&w is now the orphan child that doesn't really have a home anymore. .40 is the same as, but not better than, either 9mm or .45. But the downside is that it adds unnecessary muzzle flip.
For a full sized pistol, I'd go 9mm over .45. There is a significant difference between 11 or 12 rounds capacity vs. 15 or 16 rounds. But for a smaller concealed carry pistol, 9mm vs. .45 is a wash for me. There's not much difference between 6 and 7 rounds capacity. Buy which gun you like the best, but for other reasons besides caliber.