Proverbs 23:9

9Do not speak in the hearing of a fool,
For he will despise the wisdom of your words.
-Proverbs 23:9

We most definitely have the ability to waste our time and effort upon those who revel in their foolishness. We try to offer correction and aid that they will not accept. Consider what Jesus instructed of the disciples as they went off to preach the good news.

11 “Now whatever city or town you enter, inquire who in it is worthy, and stay there till you go out. 12 And when you go into a household, greet it. 13 If the household is worthy, let your peace come upon it. But if it is not worthy, let your peace return to you. 14 And whoever will not receive you nor hear your words, when you depart from that house or city, shake off the dust from your feet. 15 Assuredly, I say to you, it will be more tolerable for the land of Sodom and Gomorrah in the day of judgment than for that city!
-Matthew 10:11-15

Sometimes the right answer is to walk away. We need not always be stubbornly persistent. Our walking away could also soften their hearts and lead them to a place where they may yet receive correction. Let us have discernment with those that we speak with to know how we may deal with them appropriately.