This is one of the most confusing plants for plants! This kind of hydrangea is a macrophylla, or big leaf variety. There are several other types of hydrangeas, including panicale, arborescens (ilke Incrediball and Annabelle), and climbing hydrangeas). Within this category there are serrata (a category) and other hybrids, such as Endless Summer (a trademarked hybrid). Some people cover them with burlap. I don't have time or interest in that but I've heard that can help protect them from the cold.

How to Prune Any Hydrangea