Yes and no. You'll need to be cautions to check the zones on the tags. Some retailers sell non-hardy varieties. Also they want well drained soil.

Most Sempervivum (the most common type of hen and chicks) are hardy to zone 4! Most Jovibarba are also hardy to around zone 4. If you are having problems with their "hardiness", it's probably the soil (drainage) instead of low temperatures.

Here is a link that might be useful: Awesome Hen and Chicks Nursery