It really depends on what you mean by "nutrition," KK.
Conventional wisdome would have you correct. We take it as a matter of course that the cooking process destroys nutrients. But this is not supported by the facts.
For instance, let's look at broccoli, and compare 100 grams of raw vs 100 grams boiled, with salt.
The proximates are pretty much a wash, with protein being the only significant difference. Here the raw comes in at 44 grams higher. It's also slightly higher in ash and sugars, but lower in energy (not significantly so), fibre, and carbohydrates.
Minerals are all over the lot. Raw broccoli is higher in calcium, potassium, maganese and selenium, but lower in iron, phosphorus, zinc and copper. Sodium is the big difference, with the cooked coming in at 229 mg higher---but remember, we added salt to it.
The big surprise comes with vitamins. We've always thought that heat destorys them, right? Well, maybe. Raw broccoli is slightly higher in niacin, but lower in vitamin B-6. It is, oddly enough, significantly lower in beta carotene, and very significantly lower (to the tune of 925 IU) in Vitamin A.
The lesson to be learned from this: never assume anything about the nutritional values of food. If it's important, check with a reliable source.
My figures, btw, come from the USDA Composition of Foods database.