No warship has armor as thick as the heaviest tank frontal arc arrays- they would weigh far too much.

But that would not be an issue. The HEAT stream of typical ATGMs has a relatively “short” reach. Warships have many spaced decks and bulkheads and hull layers.
HEAT warheads are meant to penetrate a really dense small array, not the great amount of space warships have to absorb a hit.
Further the stream is really localized, so unless someone happened to be right behind the hull where it hit….it probably wouldn’t do anything.

So yeah, no ATGM used today is anywhere near big enough to do anything substantial.

All we know the modern warship designed not as durable as WW2 warship shells or MBT. Take a look at the level of ATGM piercing

AT-14 RHA 1000–1300 mm
AT-16 Wicher-M 1200 RHA mm
TOW2A 1000 mm RHA
AGM-114 >> 900 mm RHA
ERYX >900 mm RHA
HJ-8 > 800 mm RHA
HJ-9 1100 – 1200 mm RHA
HJ-12 1100 mm RHA
Spike-ER 1000 mm RHA

And remember always comes HEAT warhead with a blast, just 5-10 ATGM focus on one target it will have devastating greater than 1 quantity of explosives used to bomb the USS Cole