You have the right to stop him. As explained in the following hadith:
Narrated By Abu Sa’eed al-Khudree.
I heard the Messenger of Allah (pbuh) say, “Whosoever of you sees an evil, let him change it with his hand; and if he is not able to do so, then [let him change it] with his tongue; and if he is not able to do so, then with his heart — and that is the weakest of faith.” [Muslim]
If the recommendation for an ordinary person who may not have any relation with the one who commits evil is to stop it by Hand, tongue and so on,..., you are his wife, and your place is extraordinary, because you have more rights over him. If your husband wouldn't stop committing evil, and would not listen to you then he is a disobedient husband and in clear violation of the Quran.
And live with them (women) in kindness
Quran 4:19
Explain your rights to him and the violation he is making. Ask for someone to mediate this issue. Someone from within his family like his Wali.
If everything fails then his position as a husband becomes void, based on the above Quranic verse that he is not following.
You may initiate Faskh. Faskh is a kind of divorce which is initiated by the wife regardless of the consent of her husband.