I lost last year's to frost. This year I have it wrapped up & under cover, but I don't feel I'm meeting my Stevia Plant's needs. They always seem brittle & never really thrive.
Certified GKH Gardening Expert
These seem to only be hardy down to zone 8. If you are outside this then it will be common for them to die. You can try to mulch them to help, or even taking a cutting or growing a plant inside. If you kept this plant in container, you would be able to bring it inside during the winter.
Here is an article for more information: https://www.gardeningknowhow.com/edible/herbs/stevia/stevia-plants-in-winter.htm