Well, I am not sure what 'does not do well' exactly means but yes, it could be that they need more sun. Also, maybe they are not getting enough or are getting too much water. Maybe there is a soil mineral deficiency. Maybe the soil contains rocks, etc

Rule other causes that are easy to test for and when all else fails, transplant them and figure out what other shrubbery would do well in those low light conditions.

Would be very helpful to know what kind of hydrangeas you are dealing with and where you are located - that can have a huge bearing on their performance and how they should be cared for.