One of the important tasks of modern energy is increasing investment attractiveness and competitiveness of business in the field of energy generation. Of particular importance in this process acquires the improvement of the control systems industry risks necessary to achieve long-term growth and sustainable development of the energy sector in terms of multiplicity and uncertainty factors of globalization of financial markets. The article presents the author's approach to the assessment of industrial risks to the energy sector, involving the management of capital in order to achieve a certain level of long-term financial sustainability. Aspects of the practical application of the author's approach to the assessment of industrial risks on the example of energy companies.