a lighter .22 pellet will not give more stopping power at distance where as the heavy one will retain more downrange energy thus transfering more stopping power.

Example

AA Field 5.5 16 grain

30 yards 82% energy retention.

Where as the lighter Crossman premeir 14.3 grain retains only 70% energy @ 30 yards.

The lighter the pellet the less energy retention.

RWS Hobby 11.9 grain only retains 57% energy at 30 yards.

Hope that helps