shut-off valve problem
The connection to the pipe is a compression fitting. Buy a new valve with the compression style connection (and, of course, matching outlets) and thread it into your existing nut and ferrule (compression ring). You need to tighten with a fairly heavy hand here, they are designed to form a metal-to-metal seal with the ferrule actually being squeezed down onto the pipe permanently.

If it leaks, tighten more. if it still leaks, cut below the old ferrule and use the new nut and ferrule that came with your new valve.