It would be worth it only if the domain is made out of keywords that get 1,000's of Global Exact Searches per month. Then the domain can give you a slight SEO boost.
If it doesn't get a lot of global exacts, then you're just making it harder for people to remember, harder to type, with no payoff.
Also, if it has keyword(s) that could become trademarked in the future, you would want to TM your keyword phrase.
That way, if anyone develops the nonhypen domain, they can't threaten your space with a new trademark of their own.