A quick note about headphones and volume from the built-in jack. I'm working with a hearing impaired population, so I'm a bit more concerned about volume than most. Sounds is sufficiently loud through my reference headphones -- $85 Sony MDR-7506 over the ear headphones. Also fine on $25 Sennheiser HD 202 II over the ear headphones. But not loud enough from $5 Panasonic RP-HT21 on ear headphones. However, those same low-end Panasonic headphones are sufficiently loud when driven from a $5 USB audio adapter on a Pi, and they sound surprisingly good. Jeff earlier suggested that I shouldn't count on driving big headphones from the built-in audio jack. I appreciate that heads up. Happily, there are some headphones that seem to work. Someone that knows more about headphones might be able to say why.
Different headphones differ in sensitivity. Sensitivity tells how loud the phones get with a given electrical signal strength. Unfortunately there are two different units in use: dB/mW and db/V.
Panasonic tells that the sensitivity of the RP-HT21 is 100 dB/mW. The Sony MDR-7506 has a sensitivy of 104 dB/mW, so it can produce 4 dB more of sound pressure from a electrical signal of the same strength. Sennheiser HD 202 II reports a sensitivity of 115 dB and sites seem to assume that it is dB/mW. In that case it should be the loudest of those headphones.
On many other of their headphones Sennheiser reports their sensitivity in dB/V. If that 115 dB is dB/V, it could be converted to dB/mW, and the result would be 100.1 dB, according to this converter: http://www.jensign.com/S4/calc.html
. (The converter calls db/mW "sensitivity" and db/V "efficiency" but I don't think that people usually make the distinction. I have read someone making the distinction but using the terms the other way around: db/V as "sensitivity" and db/mW as "efficiency".) In that case it should be very close to the Panasonics - that don't seem right according to what you reported, so maybe Sennheiser is really using dB/mW measurement to report the sensitivity of these headphones.
Impedance is another measurement of headphones. Many people seem to confuse impedance with sensitivity but it is not the same. It is related to sensitivity in that headphones with lower impedance are often louder than headphones with higher impedance - e.g. 32 ohm headphones are likely to be louder than 300 ohm headphone with the same input. But it is not necessarily so because impedance is only one factor among many to influence the sensitivity of headphones.