Should I water?

I've got what must be a hardy plant. Despite the hard frosts and endless snow, it's been looking pretty perky. Until today. The leaves are drooping and it's looking rather sorry. It tends to do this when it is unwatered. The temeperature is hovering around zero. Should I water it? Advice welcome.
In this pic (taken in the summer) it's the one on the right with the purple flowers.