Criminal/ advice. Help me out?

Okay so I know this guy, he's 17, we hung out a couple weeks ago and he told me hes been robbing places in in my town with his friends but I didnt believe him. But now its like a huge thing around here and in the newspaper and ****. He has a record already and lives right across from 2 of the places and these dumb cops have absolutely no clue its him. The fact that he has no conscience, thinks hes really cool for doing this, and has like immunity really pisses me off. Should I turn him in or what?