Step 1: Known noble-gas compounds.
Xenon forms many stable compounds (e.g., XeF$_2$, XeF$_4$, XeF$_6$, XeO$_3$, XeO$_4$).
Step 2: Compare others.
He, Ne are extremely inert; Ar forms very few compounds (e.g., HArF at very low temperature).
Step 3: Conclusion.
Hence, the noble gas with maximum known compounds is Xenon.