Are Penguins supposed to do this?

I have been trying to keep a penguin in a water environment and after leaving the water they occasionally launch up like 5 blocks and I don't know if this is normal. He Keeps jumping over the wall so I had to build a huge wall and he just bounces off of it like a ball. Occasionally it happens when he is swimming but I didn't get a screenshot of it happening. I managed to get some when he is hitting a wall tho.