Yes, sedum come back every year in most climates without any help from you. The vast majority of sedum species are tough perennials that return each spring across USDA Zones 3 through 9. Plant them once in the right spot and they show up again year after year.
I've watched my own sedum survive some brutal winters here in Zone 4. One January the temperature dropped to -20°F (-29°C) for three straight nights. I didn't cover a single plant. When spring came, every Autumn Joy and Dragon's Blood clump pushed out fresh green growth from the base right on schedule. No losses at all.
As a sedum perennial, your plant stores energy in its root system underground during the cold months. The stems and leaves above ground die back and turn brown after the first hard frost. But the crown and roots stay alive beneath the soil surface. Once the ground warms up in spring, new shoots emerge from that crown and rebuild the whole plant in just a few weeks. You don't need to do anything except wait.
Your results depend on which variety you pick. Autumn Joy is sedum winter hardy down to Zone 3 and returns without fail. Dragon's Blood and Kamtschaticum handle cold just as well. But tender types like Lemon Coral grow as annuals in most zones. They can't survive freezing and you need to replace them each spring unless you bring them indoors before frost.
I also had a neighbor who lost a whole bed of sedum one winter. The problem wasn't cold. It was soggy clay soil that held water around the crowns all winter long. The roots rotted before spring ever arrived. Drainage matters more than temperature for sedum survival through the cold months.
You can help your sedum come back strong by following three simple rules. First, make sure your soil drains fast so winter rain and snowmelt don't sit around the crown. Second, leave the dried seed heads standing through winter because they insulate the crown and catch snow for protection. Third, skip heavy mulch over sedum crowns since trapped moisture causes more winter damage than the cold itself.
Check your soil drainage before winter arrives each year. Dig a small hole near your sedum, fill it with water, and see how fast it drains. If water sits for more than 30 minutes, you should add coarse sand or gravel around the base of your plants. This one step protects your sedum better than any cover or mulch.
Plant a sedum winter hardy variety in well-drained soil and it will keep coming back for 10 years or more with zero fuss. Few perennials give you that kind of long-term return on such a small investment of your time and effort.
Read the full article: Sedum Plant Care and Growing Guide