Among the given compounds, CH4 is covalent. Covalent compounds are formed when two or more non-metal atoms share electrons to form a molecule. CH4 is methane, which is a simple organic compound made up of one carbon and four hydrogen atoms. Both carbon and hydrogen are non-metals, and they share electrons to form four covalent bonds, resulting in a stable molecule. The other three compounds, CaCI2, MgO, and NaN, are all ionic compounds, which are formed by the transfer of electrons between a metal and a non-metal.