Hi Karina,
It is unlikely that you are being penalised for having a hyphenated domain, but Google do say that hyphens, especially on a dot com, are something of a spam signal, so tend to be flagged, but that doesn't automatically mean it is going to happen, or has happened.
Moving forwards has a lot to do with your business objectives; do you want to build your company brand? What is the scope for moving forwards with the current domains in relation to this?
Unless you want to re-brand, I would suggest looking at the site first to see if there are any glaring errors, but I suspect it will be a lack of link / content / social activity that is starting to hold you back now.
There is also part of the Google algorithm that looks at exact match domains, but this shouldn't be a worry as long as the content matches the intent of the domain.
Have you done much in terms of link building to the site, and do you have authorship set up? There may even be opportunities to include some Schema / Micro Data to help enhance the site, but that depends more on the site and content.
Happy to answer any further questions.
Andy