That's because it's the same feeling that continues to plague Roenick nine years after he retired from the NHL.

LAS VEGAS -- Jeremy Roenick can relate to that empty feeling that constantly gnaws inside the gut of Washington Capitals captain Alex Ovechkin, a 500-plus goal-scorer who has never won the Stanley Cup.

Roenick, who scored 513 goals and had 1,216 points in 1,363 NHL games, made the Stanley Cup Final once in 20 seasons, in 1992 with the Chicago Blackhawks, but never won it. For him, that feeling will never change.

For Ovechkin, however, the Cup is within reach.

Ovechkin and the Capitals are one victory away from winning the Stanley Cup for the first time, leading the Vegas Golden Knights 3-1 in the best-of-7 series with Game 5 at Vegas on Thursday (8 p.m. ET; NBC, CBC, SN, TVAS).

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"This is the final curtain for Ovi," Roenick said Wednesday at Las Vegas Motor Speedway. "There's really nothing left to do for the best goal-scorer of our generation. It cements his legacy in the lore of best players ever to play the game. And if he's able to do it, he escapes the stigma of best player never to have won a Cup. No one wants that label."

Ovechkin, whose shaggy hair is dominated with flecks of grey, has scored 607 goals in 13 seasons with Washington since it selected him No. 1 in the 2004 NHL Draft. Now 32, he understands opportunities like this are precious.

"He's doing a great job of staying poised and not getting ahead of himself and making sure his team doesn't get ahead of itself," Roenick said. "He's matured to massive levels a lot of people probably thought he'd never get to. But that's why this team has a 3-1 lead in the Final. He's your best player, your most respected player, and the guy that's your captain doing the things that has his players following him."

Ovechkin has 1,122 points in 1,003 NHL games, but until this season, he and the Capitals never made it past the second round of the Stanley Cup Playoffs.

"The frustration of being a top player in the League and not reaching [the Final] is crazy," Roenick said. "For him, he's seen Sidney Crosby win Cups. He's seen Patrick Kane drafted and win Cups. He's seen Jonathan Toews win Cups. He's seen Patrice Bergeron win Cups. He's seen Anze Kopitar win Cups, and that just makes your blood boil because you want to be the best player in the game. And when they talk about the best player in the game and you don't have that trophy that cements it, it's very frustrating, especially when you see that trophy."

Spending Wednesday morning at the speedway, Roenick, an analyst for the "NHL on NBC," learned how to drive a pro stock car with the help of Monster Energy NASCAR Cup Series driver and Las Vegas native Brendan Gaughan. Roenick then took to the track, where he reached 165 mph while driving multiple laps.

"I've jumped off buildings, swam with sharks, jumped on alligators, grabbed rattlesnakes, and this, by far, is the most extreme thing I've ever done," Roenick said afterward, smiling as he took off his race suit.

"I saw (Capitals coach) Barry Trotz do a hot lap around the rink last week. Well, I have to say my hot lap here was much more impressive than his."