Reconsider program error code selection for exception handling

I have taken another look at a source code example.

...
try {
    app.exec();
} catch (const std::bad_alloc &) {
...
    return 0; // exit the application
}

I find the shown program error code questionable here after insufficient memory was detected.
Can the value "ENOMEM" (or "EXIT_FAILURE") be more appropriate for this use case?