I would describe them as very similar to a blue wildebeest from a toughness perspective. That observation, I hasten to add, is based upon my personal experiences not literature. Like a wildebeest, If the first shot is where it needs to be, then a hunter will have no issues. If it is slightly off target, then he can have a very long day and too often a lost animal. I should note, I have never seen a tracker anywhere in North America with anything like the skills of the average tracker you will find sub-Saharan Africa. Perhaps you can suggest how our guides in Texas might improve upon those skills?
If hunting whitetail with a .270 or 30-06, I would not hesitate to take a Nilgai if given a clear shot at an undisturbed animal. However, if deliberately hunting one, then my choice begins with a .300 of some persuasion. Shots can be long, presentations are rarely perfect, and they are notorious for spotting you before you see them. The heavier caliber, again based upon my real world experience, increases the likelihood of getting a second shot into a less than perfectly hit animal. If a client is paying a trophy fee, then I think he would be very foolish indeed to set off on a nilgai hunt with not enough gun.