In most states, you can switch companies, when you to do so. However, you should check with a professional before contracting a new policy. If your residence is in one of the States where regulations establish some sort of notice period or additional requirements to cancel your policy before the expiration time.
One way is to consult the same insurance company you want to leave. Find out whether you can leave without a penalty, ask them to inform you where in your policy is that clause.
Also, if you prefer, find out more by consulting the State Insurance Department in the State you live in. You will be better informed before making your decision.