Should I not dye a bathing suit?

I ordered a new bathing suit and when I received it, I noticed it wasn't quote the color I was expecting. It is a high quality Lycra material with sun protection something or therein it to prevent it from fading. I don't want to bleach or completely change the color, just make it a darker blue. Bad idea? I'd rather keep it than return it because I need it now. And I'm aware I can't return it if I dye it.