I think I understand the gist of this phrase, but I want to be sure. The full sentence is "Wah, itu sih nggak ada apa-apanya dengan suami saya".
"X nggak ada apa-apanya dibanding Y" normally being used to compare, means
"X is nothing -- compared to Y" ==> "Y is way much better than X".
"Wah, itu sih nggak ada apa-apanya dengan suami saya".
I am not sure what is the context of your sentence, but it might mean 2 different things:
(1) "that" has nothing to do with my husband.
(2) "that" (should be someone else) is nothing -- if you want to compare him/her with my husband -- my husband is way much better.