This paper presents an experimental study on the resistance of cement-based materials across a wide range of compositions and material properties, against the impact of 8.0-mm-diameter, 7.8-g-mass, conical-nosed deformable ASSAB XW-42 steel and copper projectiles at velocities of approximately 400 m/s, in terms of the penetration depth. The cement-based materials investigated include cement pastes, mortars, concretes, engineered cementitious composites (ECCs), and ultra-high performance concretes (UHPCs) with compressive strengths from 37.9 to 229.4 MPa and elastic moduli from 18.7 to 108.8 GPa. For the range of relative characteristic properties between projectile and target considered, the relative effective hardness index (REH) is shown to provide a good characterization of the penetration depth as well as the projectile deformation including relative length change, diameter change, and mass loss. For the deformable penetration regime investigated, two sub-regimes are identified corresponding to a decreasing REH, i.e. regime I with projectile penetration mechanism and regime II with projectile deformation mechanism. It is also found that UHPCs exhibit better impact resistance against deformable projectiles than high performance concretes (HPCs) with granite coarse aggregate, whereas a reversed trend is observed when non-deformable projectiles are considered. The experimental results of this study provide insights into the quick estimation of penetration depth and guidance on the selection of protective materials for practical engineering applications.