Noble gases have what is known as a stable octet of electrons - the completeness of this outer shell of electrons legislates the reactivity of the compound. For example, Sodium, in its elemental form, has only one electron in the outermost shell - this makes it extremely reactive with other elements. As you move to the right of the periodic table, the shell begins to fill and the relative reactivity decreases. Once the shell is full, the need to react no longer exists. Forming any bonds would actually result in an unfavorable coupling, so naturally occurring compounds are practically nonexistent.
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