Although things can change all the time within Google's algorithms, for the most part the search value attributed to domains has been diminished over the years to focus more and more on actual content, so in theory the significance of any actual difference between the two has also diminished.
That being said, for a while using hyphens was actually the technical preference of some search engines (I am NOT an SEO expert, so am only going based on things I've read a while back). However, in terms of marketability, nobody wants to have to say "hyphen" when talking about their domain names, as such the real world demand is actually heavily in favour of non-hyphen domains .. and yes .. almost all the time the non-hyphen version will have more demand and value .. some would say the difference is quite significant, possibly as much as the difference between the domain being a .com versus a .net
There still seems to be some sales of domains with hyphens, but unless the domain has extremely massive stats behind it, I wouldn't suggest focusing much on hyphen domains.
The one huge exception to the above is German domains. Germans are known for lots of hyphens in their domains!