@hayhor I don't have to name you a specific model. Several modern-day crossbows which were designed as an actual weapon and not a sports tool have enough power to penetrate a military grade protection. Compound bows not so much, but the damage they deal against unprotected targets is enough to kill. Which is the ultimate limit of power you need to begin with. You can't go beyond killing a target.
If you watch videos about it - enough of them are spread around on YouTube - You can also see various comparisons between the models. Most of them pierce harder materials with ease.
Keep in mind when I'm talking about the ability to compete with nowadays firearms, I'm specifically talking about the force behind the initial shot, and not the handling or the usability of the weapon. Crossbows and compound bows require draw power and manual set-up. A semi-automatic sniper rifle is much easier to handle by proxy, which is one of the prime reasons why you won't see bows or crossbows in a gunfight. And I'm not arguing that someone who uses a crossbow will likely lose against someone with a simple pistol.
The thing about bows and crossbows is that they aren't limited in power. They're limited in durability and how powerfully you can draw them back. If our compound bows were much more stable and you let some kind of machine do the drawback part, you could easily generate enough power to make the arrow go through things, rather than sticking inside them.