It depends on what kind of winters you normally get, and if your rig has any freeze protection built in (heated tanks, insulated lines, etc...).
We rent in the PNW, and even in the middle of winter the temps rarely get below freezing. We also have heated storage tanks, and almost all the water lines are contained in the insulated RV shell. We decided to continue to rent throughout the winter as a result, and it has worked out great for us (Winter renters typically rent for much longer periods, and drive south to find warmer weather anyways).
I do vet each potential renter, and make sure they are not headed up to the mountains, or anywhere else where freezing is likely. I also go over all the onboard controls and strategies to make sure things don't freeze if they do find themselves in colder weather than expected.
I would do some research in your area to see if there are a ton of similar rigs available during the winter near you (extra competition), or if you would be one of the only ones. Rental demand goes down quite a bit in the winter months, and if you would be fighting a bunch of other owners for availability it may not be worth it.